+38.3%
ABNB vs TSCO
-42.3%
+80.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -6.5% | -5.7% | -0.8% | -5.3% |
| 30D | -5.5% | -8.8% | +3.3% | -3.6% |
| 3M | +30.0% | +6.3% | +23.7% | +28.4% |
| 6M | +27.6% | -32.3% | +59.9% | +35.6% |
| YTD | +25.4% | -32.7% | +58.1% | +31.0% |
| 1Y | +38.3% | -43.7% | +82.0% | +52.3% |
| All | +38.3% | -42.3% | +80.6% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling