+2.0%
MUB vs TSN
-20.8%
+22.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | -5.0% | +4.8% | -0.2% |
| 30D | -1.5% | -9.1% | +7.5% | -1.3% |
| 3M | -1.9% | -7.4% | +5.5% | -1.8% |
| 6M | -1.7% | -13.4% | +11.7% | -1.4% |
| YTD | -0.8% | -8.5% | +7.7% | -0.7% |
| 1Y | +1.5% | -3.2% | +4.7% | +1.5% |
| 3Y | +8.8% | +11.5% | -2.7% | +8.2% |
| 5Y | +2.0% | -19.5% | +21.5% | +2.8% |
| All | +2.0% | -20.8% | +22.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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