+1.5%
MUB vs TXT
-2.3%
+3.8%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.5% | -11.1% | +9.5% | -1.3% |
| 3M | -1.9% | -13.0% | +11.1% | -1.7% |
| 6M | -1.7% | -16.2% | +14.5% | -1.4% |
| YTD | -0.8% | -8.7% | +7.9% | -0.5% |
| 1Y | +1.5% | -3.8% | +5.3% | +1.4% |
| All | +1.5% | -2.3% | +3.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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