+9.6%
MUB vs TSLQ
-97.8%
+107.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.3% |
| 7D | -1.3% | -16.8% | +15.6% | -1.4% |
| 30D | +2.2% | -18.0% | +20.1% | +2.1% |
| 3M | -1.6% | -34.5% | +32.9% | -1.8% |
| 6M | -1.3% | -8.9% | +7.6% | -1.2% |
| YTD | -0.7% | -19.0% | +18.3% | -0.6% |
| 1Y | -0.2% | -38.2% | +38.0% | -0.2% |
| 3Y | +9.6% | -96.9% | +106.6% | +8.5% |
| All | +9.6% | -97.8% | +107.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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