+45.9%
TEM vs MUB
+3.1%
+42.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -1.6% |
| 7D | -9.2% | -1.2% | -7.9% | -5.1% |
| 30D | +5.5% | -2.8% | +8.2% | +16.4% |
| 3M | +18.7% | -3.1% | +21.8% | +32.8% |
| 6M | +15.4% | -2.9% | +18.3% | +28.8% |
| YTD | -0.5% | -2.0% | +1.5% | +8.6% |
| 1Y | -24.8% | 0.0% | -24.8% | -22.2% |
| All | +45.9% | +3.1% | +42.8% | +35.7% |
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