-24.9%
TSLL vs ABNB
+38.1%
-62.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.5% | -18.4% | -18.7% |
| 7D | -28.9% | +2.2% | -31.1% | -30.1% |
| 30D | -21.4% | +6.1% | -27.5% | -25.9% |
| 3M | +5.0% | +11.6% | -6.6% | -9.4% |
| 6M | -36.6% | +21.8% | -58.3% | -50.9% |
| YTD | -56.6% | +25.4% | -82.0% | -67.8% |
| 1Y | -60.9% | +38.9% | -99.8% | -74.2% |
| All | -24.9% | +38.1% | -62.9% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling