-2.3%
ABNB vs TXT
+13.0%
-15.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -1.2% |
| 7D | +11.2% | -3.5% | +14.7% | +13.4% |
| 30D | +14.7% | +15.2% | -0.4% | +4.4% |
| 3M | +6.9% | -4.5% | +11.3% | +9.0% |
| 6M | +34.5% | -6.1% | +40.6% | +37.1% |
| YTD | +40.2% | -2.0% | +42.2% | +36.4% |
| 1Y | +57.4% | +4.2% | +53.2% | +46.5% |
| 3Y | +64.7% | +14.4% | +50.3% | +33.7% |
| 5Y | -2.3% | +12.3% | -14.6% | -21.0% |
| All | -2.3% | +13.0% | -15.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling