+43.5%
TSM vs ABNB
+50.6%
-7.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.3% | +4.6% |
| 7D | +4.4% | +2.7% | +1.7% | +3.9% |
| 30D | -7.0% | +10.8% | -17.8% | -8.0% |
| 3M | -1.8% | -2.1% | +0.3% | -1.9% |
| 6M | +2.7% | +32.2% | -29.5% | -3.8% |
| YTD | +37.1% | +33.5% | +3.6% | +27.2% |
| 1Y | +43.5% | +47.8% | -4.4% | +32.4% |
| All | +43.5% | +50.6% | -7.1% | +32.4% |
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 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