+8.6%
MUB vs TSLQ
-97.2%
+105.8%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.4% |
| 7D | -0.8% | -6.6% | +5.8% | -0.9% |
| 30D | -2.4% | -24.3% | +21.9% | -2.5% |
| 3M | -2.8% | -3.6% | +0.8% | -2.8% |
| 6M | -2.2% | -12.0% | +9.7% | -2.2% |
| YTD | -1.6% | +1.4% | -3.0% | -1.4% |
| 1Y | 0.0% | -43.6% | +43.6% | 0.0% |
| 3Y | +7.9% | -95.4% | +103.3% | +7.1% |
| All | +8.6% | -97.2% | +105.8% | +7.8% |
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