-37.2%
TSLL vs ABNB
+27.8%
-65.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.9% | +6.7% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | +2.7% | +10.8% | -8.1% | -0.2% |
| 3M | +26.3% | -2.1% | +28.4% | +26.9% |
| 6M | -37.2% | +32.2% | -69.3% | -46.4% |
| All | -37.2% | +27.8% | -65.0% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling