+13,033.7%
MU vs TSCO
+51,830.1%
-38,796.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +12.8% | +0.3% | +12.5% | +12.7% |
| 30D | -14.9% | +11.3% | -26.2% | -16.7% |
| 3M | -18.0% | +1.5% | -19.5% | -18.8% |
| 6M | -3.1% | +24.0% | -27.1% | -7.6% |
| YTD | +172.9% | -25.7% | +198.6% | +182.0% |
| 1Y | +228.8% | -33.6% | +262.4% | +246.0% |
| 3Y | +950.8% | -1.5% | +952.4% | +930.0% |
| 5Y | +931.3% | -9.6% | +940.9% | +920.3% |
| 10Y | +4,417.7% | +200.8% | +4,217.0% | +3,559.7% |
| All | +13,033.7% | +51,830.1% | -38,796.4% | +6,255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling