+358.5%
TSM vs ABNB
+16.2%
+342.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +4.8% | -7.4% | +12.2% | +7.0% |
| 30D | +4.0% | -8.2% | +12.2% | +6.3% |
| 3M | +2.0% | +29.1% | -27.2% | -6.5% |
| 6M | +25.5% | +26.6% | -1.1% | +15.6% |
| YTD | +44.0% | +25.0% | +19.0% | +32.7% |
| 1Y | +75.4% | +37.0% | +38.4% | +56.9% |
| 3Y | +406.7% | +16.3% | +390.4% | +364.2% |
| 5Y | +285.0% | +2.2% | +282.8% | +241.6% |
| All | +358.5% | +16.2% | +342.3% | +312.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling