+56.4%
TXN vs ABNB
+0.4%
+56.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.0% | -9.5% | +11.5% | +4.7% |
| 30D | -8.0% | -9.4% | +1.4% | -5.7% |
| 3M | -7.8% | +29.9% | -37.6% | -15.3% |
| 6M | +32.4% | +26.6% | +5.8% | +22.0% |
| YTD | +51.7% | +23.5% | +28.2% | +40.2% |
| 1Y | +44.3% | +35.8% | +8.4% | +29.4% |
| 3Y | +71.3% | +15.0% | +56.3% | +56.8% |
| 5Y | +56.4% | +1.5% | +54.9% | +37.7% |
| All | +56.4% | +0.4% | +56.0% | +37.7% |
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