-56.8%
TSLL vs ABNB
+65.2%
-122.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.7% | -3.0% | -1.7% |
| 7D | -21.2% | +15.6% | -36.8% | -30.8% |
| 30D | -13.3% | +18.3% | -31.6% | -25.9% |
| 3M | +15.4% | +25.3% | -9.9% | -9.8% |
| 6M | -34.2% | +35.8% | -70.1% | -53.2% |
| YTD | -52.9% | +40.0% | -92.9% | -67.7% |
| 1Y | -54.3% | +57.6% | -112.0% | -72.3% |
| 3Y | -18.4% | +60.8% | -79.2% | -50.7% |
| All | -56.8% | +65.2% | -122.1% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling