+25.7%
ABNB vs TXT
+68.2%
-42.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -4.0% | -4.8% | +0.8% | -1.2% |
| 30D | +19.3% | -10.6% | +29.9% | +27.2% |
| 3M | +36.1% | -13.2% | +49.2% | +46.1% |
| 6M | +34.2% | -20.3% | +54.6% | +50.8% |
| YTD | +34.1% | -9.3% | +43.3% | +37.9% |
| 1Y | +45.1% | -2.7% | +47.8% | +42.2% |
| 3Y | +37.1% | +1.4% | +35.7% | +25.3% |
| 5Y | +15.2% | +9.6% | +5.6% | -2.1% |
| All | +25.7% | +68.2% | -42.5% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling