+73.9%
MUB vs TD
+650.0%
-576.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -1.4% | +0.4% | -1.8% | -1.4% |
| 3M | -2.2% | +7.6% | -9.8% | -2.3% |
| 6M | -1.9% | +25.0% | -26.9% | -2.4% |
| YTD | -0.8% | +31.0% | -31.8% | -1.4% |
| 1Y | +2.7% | +65.2% | -62.4% | +1.6% |
| 3Y | +8.6% | +122.5% | -113.9% | +6.7% |
| 5Y | +2.0% | +124.8% | -122.8% | +0.2% |
| 10Y | +17.9% | +298.2% | -280.3% | +14.1% |
| All | +73.9% | +650.0% | -576.1% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling