0.0%
MUB vs TXG
+392.4%
-392.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.2% | +5.0% | -6.2% | -1.3% |
| 30D | -2.8% | +13.5% | -16.3% | -2.9% |
| 3M | -3.1% | +128.0% | -131.1% | -3.8% |
| 6M | -2.9% | +224.4% | -227.3% | -3.8% |
| YTD | -2.0% | +307.0% | -309.0% | -3.1% |
| 1Y | 0.0% | +427.2% | -427.3% | -1.3% |
| All | 0.0% | +392.4% | -392.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling