+17.3%
MUB vs TD
+306.3%
-289.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -2.4% | -1.9% | -0.5% | -2.3% |
| 3M | -2.8% | +4.8% | -7.6% | -3.1% |
| 6M | -2.2% | +28.0% | -30.2% | -3.5% |
| YTD | -1.6% | +30.3% | -31.9% | -3.0% |
| 1Y | 0.0% | +59.8% | -59.7% | -2.5% |
| 3Y | +7.9% | +124.7% | -116.8% | +3.1% |
| 5Y | +1.2% | +127.0% | -125.7% | -3.7% |
| All | +17.3% | +306.3% | -289.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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