+18.3%
TE vs MUB
+10.7%
+7.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | -26.9% | +0.6% | -27.5% | -27.1% |
| 30D | -38.9% | +3.4% | -42.4% | -40.2% |
| 3M | -61.0% | -0.7% | -60.3% | -61.0% |
| 6M | -66.4% | -1.0% | -65.4% | -66.4% |
| YTD | -69.0% | 0.0% | -69.0% | -68.8% |
| 1Y | -54.0% | +0.4% | -54.4% | -53.5% |
| All | +18.3% | +10.7% | +7.6% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling