-4.2%
TLT vs MUB
+2.0%
-6.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +1.0% |
| 30D | -0.3% | -1.5% | +1.2% | +3.1% |
| 3M | -1.7% | -1.9% | +0.2% | +2.5% |
| 6M | -4.9% | -1.7% | -3.2% | -0.8% |
| YTD | -2.8% | -0.8% | -2.0% | -1.5% |
| 1Y | -4.2% | +1.5% | -5.7% | -7.9% |
| All | -4.2% | +2.0% | -6.2% | -7.9% |
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