-12.3%
ABNB vs TYL
-22.1%
+9.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +6.5% | -1.6% | +8.0% | +7.2% |
| 30D | +9.4% | +22.1% | -12.7% | -2.8% |
| 3M | +0.6% | +33.4% | -32.8% | -15.7% |
| 6M | +33.7% | +36.8% | -3.1% | +8.9% |
| YTD | +33.5% | -6.7% | +40.1% | +35.2% |
| 1Y | +48.8% | -9.2% | +58.1% | +53.4% |
| 3Y | +53.3% | +1.2% | +52.1% | +36.2% |
| 5Y | -12.3% | -23.0% | +10.7% | -4.4% |
| All | -12.3% | -22.1% | +9.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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