+181.2%
TSCO vs MUB
+17.2%
+164.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -5.7% | -0.8% | -4.8% | -5.3% |
| 30D | -8.8% | -2.4% | -6.4% | -7.7% |
| 3M | +6.3% | -2.8% | +9.2% | +7.8% |
| 6M | -32.3% | -2.2% | -30.0% | -31.5% |
| YTD | -32.7% | -1.6% | -31.1% | -32.1% |
| 1Y | -43.7% | 0.0% | -43.7% | -43.6% |
| 3Y | -19.7% | +7.9% | -27.5% | -21.8% |
| 5Y | -11.6% | +1.2% | -12.8% | -12.8% |
| All | +181.2% | +17.2% | +164.0% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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