+4.6%
ABNB vs TSCO
-10.5%
+15.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -9.5% | -3.1% | -6.4% | -8.2% |
| 30D | -9.4% | -4.4% | -5.0% | -7.7% |
| 3M | +29.9% | +9.7% | +20.2% | +24.0% |
| 6M | +26.6% | -32.4% | +59.0% | +50.4% |
| YTD | +23.5% | -31.7% | +55.2% | +44.5% |
| 1Y | +35.8% | -41.3% | +77.1% | +71.4% |
| 3Y | +15.0% | -18.3% | +33.3% | +15.6% |
| All | +4.6% | -10.5% | +15.1% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling