-33.0%
TSLL vs ABNB
+53.7%
-86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -5.0% |
| 7D | +17.8% | -1.7% | +19.5% | +18.5% |
| 30D | +8.2% | +11.8% | -3.6% | +3.0% |
| 3M | +20.9% | +0.9% | +20.0% | +20.1% |
| 6M | -37.5% | +40.5% | -78.0% | -49.3% |
| YTD | -44.5% | +37.6% | -82.1% | -54.4% |
| 1Y | -33.0% | +54.1% | -87.1% | -48.1% |
| All | -33.0% | +53.7% | -86.7% | -48.1% |
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