-20.7%
TLT vs MUB
+17.9%
-38.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.8% |
| 30D | -0.3% | -1.5% | +1.2% | +1.9% |
| 3M | -1.7% | -1.9% | +0.2% | +1.0% |
| 6M | -4.9% | -1.7% | -3.2% | -2.5% |
| YTD | -2.8% | -0.8% | -2.0% | -1.6% |
| 1Y | -4.2% | +1.5% | -5.7% | -6.0% |
| 3Y | -1.1% | +8.8% | -9.9% | -10.4% |
| 5Y | -33.7% | +2.0% | -35.7% | -36.9% |
| 10Y | -20.7% | +18.0% | -38.6% | -34.3% |
| All | -20.7% | +17.9% | -38.5% | -34.3% |
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