+22.8%
MUB vs TYL
+183.6%
-160.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +2.2% | +21.1% | -18.9% | +1.5% |
| 3M | -1.6% | +28.9% | -30.5% | -2.5% |
| 6M | -1.3% | +42.0% | -43.3% | -2.5% |
| YTD | -0.7% | -6.6% | +5.9% | -0.6% |
| 1Y | -0.2% | -9.1% | +8.9% | 0.0% |
| 3Y | +9.6% | +1.8% | +7.8% | +9.1% |
| 5Y | +2.6% | -22.9% | +25.5% | +2.8% |
| All | +22.8% | +183.6% | -160.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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