-44.0%
TSLL vs ABNB
+50.6%
-94.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.9% | +7.1% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | +2.7% | +10.8% | -8.1% | -2.0% |
| 3M | +26.3% | -2.1% | +28.4% | +27.2% |
| 6M | -37.2% | +32.2% | -69.3% | -47.5% |
| YTD | -44.2% | +33.5% | -77.7% | -53.8% |
| 1Y | -44.0% | +47.8% | -91.8% | -56.9% |
| All | -44.0% | +50.6% | -94.6% | -56.9% |
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