-39.0%
TLT vs ABNB
+27.9%
-66.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -3.1% | -1.7% | -1.4% | -3.1% |
| 30D | +1.0% | +11.8% | -10.8% | +0.9% |
| 3M | -2.7% | +0.9% | -3.6% | -2.8% |
| 6M | -4.1% | +40.5% | -44.6% | -4.5% |
| YTD | -5.4% | +37.6% | -43.0% | -5.7% |
| 1Y | -7.0% | +54.1% | -61.1% | -7.4% |
| 3Y | +2.8% | +56.8% | -53.9% | +2.2% |
| 5Y | -35.4% | -9.6% | -25.8% | -35.5% |
| All | -39.0% | +27.9% | -66.9% | -38.9% |
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