+37.8%
TMUS vs ABNB
+24.1%
+13.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +6.5% | 0.0% | +6.0% |
| 30D | +11.3% | +9.4% | +1.9% | +10.6% |
| 3M | -2.9% | +0.6% | -3.5% | -3.0% |
| 6M | -10.5% | +33.7% | -44.2% | -12.3% |
| YTD | -14.4% | +33.5% | -47.9% | -16.2% |
| 1Y | -17.9% | +48.8% | -66.7% | -20.2% |
| 3Y | +21.9% | +53.3% | -31.4% | +16.8% |
| 5Y | +52.1% | -12.3% | +64.4% | +44.6% |
| All | +37.8% | +24.1% | +13.7% | +32.4% |
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