+599.3%
MU vs TSCO
-41.6%
+640.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -5.2% |
| 7D | +2.0% | -3.1% | +5.1% | +1.3% |
| 30D | +12.5% | -4.4% | +16.9% | +11.5% |
| 3M | +9.6% | +9.7% | -0.1% | +12.0% |
| 6M | +142.6% | -32.4% | +175.0% | +164.5% |
| YTD | +242.7% | -31.7% | +274.3% | +270.7% |
| 1Y | +599.3% | -41.3% | +640.5% | +729.4% |
| All | +599.3% | -41.6% | +640.8% | +729.4% |
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 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