+1,346.4%
MU vs TSCO
-6.8%
+1,353.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.4% | +3.7% |
| 7D | +7.5% | -2.5% | +10.0% | +8.1% |
| 30D | +19.4% | -1.1% | +20.5% | +19.4% |
| 3M | +9.8% | +14.3% | -4.4% | +5.4% |
| 6M | +164.1% | -31.9% | +196.0% | +200.2% |
| YTD | +260.3% | -30.7% | +291.0% | +304.7% |
| 1Y | +661.2% | -41.1% | +702.2% | +810.9% |
| 3Y | +1,380.8% | -17.1% | +1,398.0% | +1,392.5% |
| 5Y | +1,346.4% | -7.5% | +1,353.9% | +1,261.3% |
| All | +1,346.4% | -6.8% | +1,353.1% | +1,261.3% |
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 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