-34.3%
TLT vs MUB
+3.5%
-37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -1.7% |
| 30D | +6.2% | +4.4% | +1.8% | -5.3% |
| 3M | +0.1% | -0.2% | +0.2% | +0.8% |
| 6M | -3.0% | -0.6% | -2.4% | -1.0% |
| YTD | -2.7% | +0.3% | -3.1% | -3.4% |
| 1Y | -4.8% | +0.8% | -5.6% | -6.6% |
| 3Y | +6.9% | +12.0% | -5.1% | -22.6% |
| All | -34.3% | +3.5% | -37.8% | -32.5% |
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