+263.4%
TSM vs ABNB
-1.8%
+265.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.6% |
| 7D | -2.1% | +11.9% | -14.0% | -5.5% |
| 30D | -12.5% | +12.7% | -25.2% | -16.0% |
| 3M | -5.0% | +1.2% | -6.2% | -6.0% |
| 6M | -3.2% | +32.1% | -35.3% | -13.3% |
| YTD | +31.5% | +37.7% | -6.2% | +15.5% |
| 1Y | +35.7% | +55.5% | -19.8% | +14.1% |
| 3Y | +323.5% | +58.2% | +265.3% | +245.4% |
| 5Y | +263.4% | -2.8% | +266.1% | +213.3% |
| All | +263.4% | -1.8% | +265.1% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling