+21.3%
TFC vs MUB
+0.1%
+21.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.4% |
| 7D | +5.1% | +0.6% | +4.5% | +4.2% |
| 30D | +9.8% | +3.2% | +6.6% | +5.2% |
| 3M | -2.4% | -1.1% | -1.4% | +0.2% |
| 6M | +4.9% | -1.1% | +6.0% | +8.0% |
| YTD | +6.6% | -0.5% | +7.0% | +9.7% |
| 1Y | +21.3% | 0.0% | +21.3% | +24.5% |
| All | +21.3% | +0.1% | +21.2% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling