+10.5%
MUB vs TYL
+1.8%
+8.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | +0.6% | +4.3% | -3.7% | +0.5% |
| 30D | +3.4% | +28.0% | -24.5% | +2.9% |
| 3M | -0.7% | +32.3% | -33.0% | -1.2% |
| 6M | -1.0% | +29.9% | -30.9% | -1.5% |
| YTD | 0.0% | -7.1% | +7.1% | +0.3% |
| 1Y | +0.4% | -9.2% | +9.6% | +0.7% |
| 3Y | +10.5% | +0.7% | +9.8% | +11.0% |
| All | +10.5% | +1.8% | +8.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling