+13.5%
MUB vs TW
+221.1%
-207.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.9% | -2.3% | +1.5% | -0.8% |
| 30D | -1.4% | +3.9% | -5.3% | -1.5% |
| 3M | -2.2% | +5.7% | -7.9% | -2.4% |
| 6M | -1.9% | -14.5% | +12.6% | -1.5% |
| YTD | -0.8% | -0.9% | +0.1% | -0.9% |
| 1Y | +2.7% | -13.5% | +16.2% | +3.1% |
| 3Y | +8.6% | +25.0% | -16.4% | +7.2% |
| 5Y | +2.0% | +22.7% | -20.6% | +0.5% |
| All | +13.5% | +221.1% | -207.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling