+228.8%
MU vs TSCO
-33.2%
+262.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.7% |
| 7D | +12.8% | +0.3% | +12.5% | +12.9% |
| 30D | -14.9% | +11.3% | -26.2% | -10.7% |
| 3M | -18.0% | +1.5% | -19.5% | -16.1% |
| 6M | -3.1% | +24.0% | -27.1% | +5.0% |
| YTD | +172.9% | -25.7% | +198.6% | +204.0% |
| 1Y | +228.8% | -33.6% | +262.4% | +252.5% |
| All | +228.8% | -33.2% | +262.1% | +252.5% |
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