+75.4%
MUB vs TYL
+2,820.6%
-2,745.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | +0.7% | +6.7% | -6.0% | +0.6% |
| 30D | +4.4% | +26.5% | -22.2% | +4.0% |
| 3M | -0.4% | +37.3% | -37.7% | -0.9% |
| 6M | -0.9% | +31.2% | -32.0% | -1.3% |
| YTD | +0.1% | -7.4% | +7.4% | +0.1% |
| 1Y | +0.5% | -9.6% | +10.0% | +0.5% |
| 3Y | +11.7% | +1.9% | +9.8% | +11.5% |
| 5Y | +3.2% | -21.1% | +24.3% | +3.0% |
| 10Y | +20.3% | +171.8% | -151.5% | +19.6% |
| All | +75.4% | +2,820.6% | -2,745.2% | +75.5% |
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