+75.2%
MUB vs TYL
+2,888.7%
-2,813.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +0.9% | +15.1% | -14.2% | +0.7% |
| 30D | +3.8% | +30.1% | -26.3% | +3.4% |
| 3M | -0.7% | +40.4% | -41.1% | -1.2% |
| 6M | -0.8% | +31.3% | -32.1% | -1.2% |
| YTD | 0.0% | -5.2% | +5.2% | -0.1% |
| 1Y | +0.6% | -6.6% | +7.2% | +0.6% |
| 3Y | +11.4% | +3.4% | +8.0% | +11.1% |
| 5Y | +3.1% | -19.3% | +22.3% | +2.9% |
| 10Y | +20.2% | +178.1% | -157.9% | +19.5% |
| All | +75.2% | +2,888.7% | -2,813.5% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling