+66.7%
TEL vs MUB
+8.2%
+58.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +2.0% |
| 30D | -4.1% | -2.0% | -2.1% | -2.0% |
| 3M | -2.6% | -2.5% | 0.0% | +0.3% |
| 6M | 0.0% | -2.3% | +2.4% | +2.6% |
| YTD | -9.1% | -1.3% | -7.8% | -7.2% |
| 1Y | -0.8% | +1.1% | -2.0% | -0.3% |
| All | +66.7% | +8.2% | +58.4% | +47.2% |
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