+43.0%
TMUS vs ABNB
+6.9%
+36.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | -0.3% | -4.4% | +4.1% | +0.1% |
| 30D | +3.1% | -2.0% | +5.1% | +3.3% |
| 3M | +2.4% | +29.8% | -27.4% | -0.1% |
| 6M | -17.1% | +31.0% | -48.1% | -19.3% |
| YTD | -9.1% | +28.6% | -37.7% | -11.5% |
| 1Y | -23.6% | +40.1% | -63.7% | -26.3% |
| 3Y | +38.8% | +19.7% | +19.1% | +33.9% |
| 5Y | +43.0% | +6.5% | +36.5% | +36.9% |
| All | +43.0% | +6.9% | +36.0% | +36.9% |
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 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