+75.4%
TSM vs ABNB
+36.7%
+38.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | +4.8% | -7.4% | +12.2% | +5.5% |
| 30D | +4.0% | -8.2% | +12.2% | +4.8% |
| 3M | +2.0% | +29.1% | -27.2% | -4.4% |
| 6M | +25.5% | +26.6% | -1.1% | +17.5% |
| YTD | +44.0% | +25.0% | +19.0% | +35.2% |
| 1Y | +75.4% | +37.0% | +38.4% | +64.7% |
| All | +75.4% | +36.7% | +38.8% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling