-37.3%
TLT vs ABNB
+24.6%
-61.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -0.4% | -4.0% | +3.5% | -0.4% |
| 30D | -0.6% | +19.3% | -19.9% | -0.8% |
| 3M | -2.7% | +36.1% | -38.8% | -3.0% |
| 6M | -5.6% | +34.2% | -39.9% | -5.9% |
| YTD | -2.8% | +34.1% | -36.8% | -3.1% |
| 1Y | -1.4% | +45.1% | -46.6% | -1.8% |
| 3Y | -1.6% | +37.1% | -38.7% | -2.1% |
| 5Y | -33.8% | +15.2% | -49.0% | -34.2% |
| All | -37.3% | +24.6% | -61.9% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling