+59.7%
TEM vs MUB
+4.4%
+55.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.2% | -0.3% | +3.5% | +4.3% |
| 30D | +23.5% | -1.5% | +25.1% | +30.3% |
| 3M | +32.3% | -1.9% | +34.2% | +42.0% |
| 6M | +23.0% | -1.7% | +24.7% | +31.6% |
| YTD | +8.9% | -0.8% | +9.7% | +13.7% |
| 1Y | -19.9% | +1.5% | -21.3% | -21.2% |
| All | +59.7% | +4.4% | +55.3% | +42.0% |
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 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