+97.2%
TFC vs MUB
+17.4%
+79.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -0.8% |
| 30D | -2.3% | -2.0% | -0.4% | -1.0% |
| 3M | +2.5% | -2.5% | +5.0% | +4.3% |
| 6M | +9.5% | -2.3% | +11.8% | +11.3% |
| YTD | +5.1% | -1.3% | +6.4% | +6.1% |
| 1Y | +15.5% | +1.1% | +14.4% | +14.7% |
| 3Y | +95.2% | +8.2% | +87.0% | +84.4% |
| 5Y | +14.5% | +1.5% | +13.0% | +12.3% |
| 10Y | +97.2% | +17.6% | +79.6% | +126.1% |
| All | +97.2% | +17.4% | +79.8% | +126.1% |
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 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