+94.4%
TXN vs ABNB
+16.6%
+77.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +4.0% | -6.5% | +10.4% | +5.6% |
| 30D | -2.9% | -5.5% | +2.6% | -1.8% |
| 3M | -9.1% | +30.0% | -39.1% | -15.5% |
| 6M | +36.6% | +27.6% | +9.0% | +27.1% |
| YTD | +57.5% | +25.4% | +32.1% | +46.7% |
| 1Y | +49.5% | +38.3% | +11.2% | +35.7% |
| 3Y | +76.5% | +15.5% | +61.0% | +63.7% |
| 5Y | +62.4% | +3.0% | +59.4% | +45.8% |
| All | +94.4% | +16.6% | +77.8% | +73.3% |
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 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