+10.6%
TMO vs ABNB
+6.2%
+4.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.6% | -6.5% | +5.8% | +0.6% |
| 30D | +1.1% | -5.5% | +6.6% | +2.2% |
| 3M | +28.3% | +30.0% | -1.7% | +21.3% |
| 6M | +23.3% | +27.6% | -4.3% | +16.9% |
| YTD | +5.5% | +25.4% | -19.9% | +0.2% |
| 1Y | +24.5% | +38.3% | -13.8% | +16.0% |
| 3Y | +19.6% | +15.5% | +4.1% | +12.4% |
| All | +10.6% | +6.2% | +4.4% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling