+11.3%
MUB vs TLN
+518.5%
-507.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | +0.1% |
| 7D | +0.7% | -1.3% | +2.0% | +0.7% |
| 30D | +4.4% | -10.5% | +14.9% | +4.4% |
| 3M | -0.2% | +0.1% | -0.3% | -0.2% |
| 6M | -0.6% | -17.4% | +16.8% | -0.6% |
| YTD | +0.3% | -9.7% | +10.0% | +0.3% |
| 1Y | +0.8% | -12.3% | +13.0% | +0.7% |
| All | +11.3% | +518.5% | -507.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling