+5,744.5%
MU vs TSCO
+190.2%
+5,554.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.4% |
| 7D | +2.0% | -3.1% | +5.1% | +3.1% |
| 30D | +12.5% | -4.4% | +16.9% | +14.0% |
| 3M | +9.6% | +9.7% | -0.1% | +5.3% |
| 6M | +142.6% | -32.4% | +175.0% | +177.8% |
| YTD | +242.7% | -31.7% | +274.3% | +288.7% |
| 1Y | +599.3% | -41.3% | +640.5% | +743.7% |
| 3Y | +1,308.3% | -18.3% | +1,326.6% | +1,334.9% |
| 5Y | +1,263.7% | -10.3% | +1,274.0% | +1,195.8% |
| All | +5,744.5% | +190.2% | +5,554.3% | +3,379.4% |
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