+17.6%
ABNB vs TSCO
+34.9%
-17.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | -6.5% | -5.7% | -0.8% | -4.1% |
| 30D | -5.5% | -8.8% | +3.3% | -1.8% |
| 3M | +30.0% | +6.3% | +23.7% | +26.2% |
| 6M | +27.6% | -32.3% | +59.9% | +49.6% |
| YTD | +25.4% | -32.7% | +58.1% | +46.1% |
| 1Y | +38.3% | -43.7% | +82.0% | +75.1% |
| 3Y | +15.5% | -19.7% | +35.2% | +18.5% |
| 5Y | +3.0% | -11.6% | +14.6% | +0.4% |
| All | +17.6% | +34.9% | -17.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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