-52.1%
TSLL vs ABNB
+65.5%
-117.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.8% | +10.8% |
| 7D | -14.3% | +11.2% | -25.5% | -22.0% |
| 30D | -6.2% | +14.7% | -20.9% | -17.5% |
| 3M | +21.2% | +6.9% | +14.3% | +11.7% |
| 6M | -36.6% | +34.5% | -71.1% | -54.4% |
| YTD | -47.8% | +40.2% | -88.0% | -64.3% |
| 1Y | -45.2% | +57.4% | -102.6% | -66.7% |
| 3Y | -3.3% | +64.7% | -68.0% | -42.8% |
| All | -52.1% | +65.5% | -117.6% | -74.0% |
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