+160.3%
TFC vs MUB
+78.3%
+82.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +8.3% | +4.4% | +4.0% | +7.4% |
| 3M | -5.2% | -0.2% | -5.0% | -5.2% |
| 6M | -0.8% | -0.6% | -0.2% | -0.7% |
| YTD | +3.4% | +0.3% | +3.1% | +3.4% |
| 1Y | +17.0% | +0.8% | +16.2% | +16.9% |
| 3Y | +86.2% | +12.0% | +74.2% | +82.7% |
| 5Y | -2.3% | +3.4% | -5.7% | -3.6% |
| 10Y | +93.9% | +20.7% | +73.2% | +95.2% |
| All | +160.3% | +78.3% | +82.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling