-84.9%
TTD vs ABNB
+16.2%
-101.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.7% |
| 7D | -4.6% | -7.4% | +2.8% | -0.1% |
| 30D | +3.7% | -8.2% | +11.8% | +9.0% |
| 3M | -30.2% | +29.1% | -59.4% | -43.2% |
| 6M | -51.4% | +26.6% | -78.0% | -60.1% |
| YTD | -63.4% | +25.0% | -88.4% | -69.9% |
| 1Y | -73.5% | +37.0% | -110.5% | -79.5% |
| 3Y | -83.5% | +16.3% | -99.8% | -86.5% |
| 5Y | -80.9% | +2.2% | -83.1% | -84.2% |
| All | -84.9% | +16.2% | -101.1% | -88.1% |
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