-23.4%
TSLL vs ABNB
+46.0%
-69.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.1% | -10.9% |
| 7D | +1.9% | -4.0% | +5.8% | +4.1% |
| 30D | +17.8% | +19.3% | -1.6% | +5.7% |
| 3M | -37.0% | +36.1% | -73.1% | -48.6% |
| 6M | -37.7% | +34.2% | -71.9% | -49.0% |
| YTD | -51.4% | +34.1% | -85.4% | -59.9% |
| 1Y | -23.4% | +45.1% | -68.5% | -38.9% |
| All | -23.4% | +46.0% | -69.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling