+537.0%
TDG vs MUB
+17.2%
+519.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.5% |
| 7D | -1.9% | -0.8% | -1.0% | -0.6% |
| 30D | -7.7% | -2.4% | -5.3% | -4.1% |
| 3M | -9.3% | -2.8% | -6.5% | -5.0% |
| 6M | -9.4% | -2.2% | -7.1% | -5.9% |
| YTD | -14.3% | -1.6% | -12.7% | -11.9% |
| 1Y | -11.8% | 0.0% | -11.9% | -11.7% |
| 3Y | +52.0% | +7.9% | +44.1% | +32.5% |
| 5Y | +128.8% | +1.2% | +127.6% | +124.5% |
| All | +537.0% | +17.2% | +519.8% | +498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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