+62.3%
TLT vs MUB
+76.3%
-13.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | -0.9% | +0.4% | +0.5% |
| 30D | -0.6% | -1.4% | +0.8% | +0.9% |
| 3M | -2.7% | -2.2% | -0.6% | -0.5% |
| 6M | -5.6% | -1.9% | -3.7% | -3.7% |
| YTD | -2.8% | -0.8% | -2.0% | -1.9% |
| 1Y | -1.4% | +2.7% | -4.2% | -4.0% |
| 3Y | -1.6% | +8.6% | -10.2% | -8.6% |
| 5Y | -33.8% | +2.0% | -35.9% | -35.3% |
| 10Y | -21.1% | +17.9% | -39.1% | -31.1% |
| All | +62.3% | +76.3% | -13.9% | +18.1% |
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