+10.3%
ABNB vs TYL
-25.2%
+35.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | +0.5% |
| 7D | -4.0% | -3.7% | -0.3% | -1.9% |
| 30D | +19.3% | +18.7% | +0.6% | +7.9% |
| 3M | +36.1% | +18.1% | +17.9% | +22.1% |
| 6M | +34.2% | -1.1% | +35.4% | +32.8% |
| YTD | +34.1% | -19.8% | +53.9% | +49.2% |
| 1Y | +45.1% | -34.3% | +79.4% | +83.2% |
| 3Y | +37.1% | -8.2% | +45.3% | +27.4% |
| All | +10.3% | -25.2% | +35.4% | +14.9% |
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