-48.9%
TSLL vs ABNB
+57.5%
-106.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.9% | +8.5% |
| 7D | +0.5% | +2.7% | -2.2% | -1.6% |
| 30D | +2.7% | +10.8% | -8.1% | -7.2% |
| 3M | +26.3% | -2.1% | +28.4% | +25.7% |
| 6M | -37.2% | +32.2% | -69.3% | -54.3% |
| YTD | -44.2% | +33.5% | -77.7% | -60.3% |
| 1Y | -44.0% | +47.8% | -91.8% | -64.0% |
| 3Y | 0.0% | +53.3% | -53.3% | -37.1% |
| All | -48.9% | +57.5% | -106.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling