-10.3%
TSCO vs MUB
+0.7%
-11.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -3.1% | -1.2% | -1.9% | -2.0% |
| 30D | -4.4% | -2.8% | -1.6% | -1.9% |
| 3M | +9.7% | -3.1% | +12.7% | +12.8% |
| 6M | -32.4% | -2.9% | -29.5% | -30.6% |
| YTD | -31.7% | -2.0% | -29.6% | -30.3% |
| 1Y | -41.3% | 0.0% | -41.2% | -41.1% |
| 3Y | -18.3% | +7.4% | -25.7% | -22.2% |
| 5Y | -10.3% | +0.8% | -11.0% | -7.8% |
| All | -10.3% | +0.7% | -11.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling