-38.0%
TLT vs ABNB
+24.1%
-62.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -1.0% | +2.7% | -3.7% | -1.1% |
| 30D | +3.7% | +10.8% | -7.1% | +3.5% |
| 3M | -0.8% | -2.1% | +1.3% | -0.8% |
| 6M | -3.6% | +32.2% | -35.7% | -3.9% |
| YTD | -3.9% | +33.5% | -37.4% | -4.2% |
| 1Y | -6.2% | +47.8% | -54.0% | -6.6% |
| 3Y | +4.2% | +53.3% | -49.2% | +3.6% |
| 5Y | -34.7% | -5.5% | -29.2% | -34.9% |
| All | -38.0% | +24.1% | -62.1% | -38.0% |
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