-54.3%
TSLL vs ABNB
+55.2%
-109.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.7% | -3.0% | +3.4% |
| 7D | -21.2% | +15.6% | -36.8% | -25.7% |
| 30D | -13.3% | +18.3% | -31.6% | -19.3% |
| 3M | +15.4% | +25.3% | -9.9% | +2.1% |
| 6M | -34.2% | +35.8% | -70.1% | -45.2% |
| YTD | -52.9% | +40.0% | -92.9% | -61.6% |
| 1Y | -54.3% | +57.6% | -112.0% | -64.9% |
| All | -54.3% | +55.2% | -109.6% | -64.9% |
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