-80.6%
TTD vs ABNB
+6.9%
-87.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -0.1% |
| 7D | +1.7% | -4.4% | +6.1% | +4.9% |
| 30D | +1.6% | -2.0% | +3.6% | +2.8% |
| 3M | -27.8% | +29.8% | -57.7% | -43.3% |
| 6M | -52.1% | +31.0% | -83.1% | -62.8% |
| YTD | -63.1% | +28.6% | -91.7% | -71.1% |
| 1Y | -73.1% | +40.1% | -113.1% | -80.3% |
| 3Y | -83.3% | +19.7% | -103.0% | -87.2% |
| 5Y | -80.6% | +6.5% | -87.1% | -85.5% |
| All | -80.6% | +6.9% | -87.5% | -85.5% |
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