+359.1%
MUU vs TFC
+14.6%
+344.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | +43.7% | +0.1% | +43.6% | +43.6% |
| 30D | -37.2% | +8.6% | -45.9% | -35.7% |
| 3M | -36.1% | -4.3% | -31.7% | -35.8% |
| 6M | -35.7% | +5.4% | -41.2% | -36.1% |
| YTD | +264.0% | +4.5% | +259.5% | +223.7% |
| 1Y | +359.1% | +14.0% | +345.1% | +242.5% |
| All | +359.1% | +14.6% | +344.5% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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