+1.5%
MUB vs TRGP
+639.4%
-638.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | -2.0% | +9.5% | -11.4% | -2.0% |
| 3M | -2.5% | +10.8% | -13.3% | -2.6% |
| 6M | -2.3% | +25.3% | -27.7% | -2.4% |
| YTD | -1.3% | +60.3% | -61.6% | -1.6% |
| 1Y | +1.1% | +84.6% | -83.4% | +0.7% |
| 3Y | +8.2% | +264.4% | -256.1% | +6.9% |
| 5Y | +1.5% | +636.6% | -635.1% | +0.7% |
| All | +1.5% | +639.4% | -638.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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