+73.9%
MUB vs TKO
+2,499.6%
-2,425.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | 0.0% |
| 7D | -0.3% | +7.2% | -7.5% | -0.3% |
| 30D | -1.5% | +4.7% | -6.2% | -1.6% |
| 3M | -1.9% | -3.2% | +1.3% | -1.9% |
| 6M | -1.7% | -2.9% | +1.2% | -1.7% |
| YTD | -0.8% | -5.8% | +5.0% | -0.8% |
| 1Y | +1.5% | -1.1% | +2.5% | +1.5% |
| 3Y | +8.8% | +111.1% | -102.3% | +8.5% |
| 5Y | +2.0% | +315.6% | -313.6% | +1.7% |
| 10Y | +18.0% | +978.5% | -960.5% | +17.8% |
| All | +73.9% | +2,499.6% | -2,425.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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