-37.7%
TLT vs ABNB
+16.2%
-53.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -0.3% | -7.4% | +7.2% | -0.2% |
| 30D | 0.0% | -8.2% | +8.1% | +0.1% |
| 3M | -2.9% | +29.1% | -32.0% | -3.1% |
| 6M | -6.3% | +26.6% | -32.8% | -6.5% |
| YTD | -3.3% | +25.0% | -28.3% | -3.6% |
| 1Y | -4.2% | +37.0% | -41.2% | -4.5% |
| 3Y | -1.7% | +16.3% | -18.0% | -2.1% |
| 5Y | -34.9% | +2.2% | -37.1% | -35.2% |
| All | -37.7% | +16.2% | -53.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling