-25.1%
TGT vs MUB
+1.2%
-26.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.5% |
| 7D | -5.2% | -0.8% | -4.4% | -4.3% |
| 30D | +1.2% | -2.4% | +3.6% | +4.2% |
| 3M | +18.4% | -2.8% | +21.2% | +22.6% |
| 6M | +33.4% | -2.2% | +35.7% | +37.2% |
| YTD | +63.8% | -1.6% | +65.4% | +66.8% |
| 1Y | +77.2% | 0.0% | +77.1% | +76.6% |
| 3Y | +41.8% | +7.9% | +33.9% | +28.4% |
| All | -25.1% | +1.2% | -26.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling