+76.5%
TNA vs MUB
+17.2%
+59.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | -0.4% |
| 7D | -7.3% | -0.8% | -6.4% | -4.5% |
| 30D | -14.2% | -2.4% | -11.8% | -6.6% |
| 3M | -4.6% | -2.8% | -1.7% | +5.8% |
| 6M | +36.9% | -2.2% | +39.2% | +50.2% |
| YTD | +42.5% | -1.6% | +44.1% | +53.1% |
| 1Y | +45.8% | 0.0% | +45.7% | +48.2% |
| 3Y | +104.7% | +7.9% | +96.8% | +64.2% |
| 5Y | -21.7% | +1.2% | -22.9% | -23.0% |
| All | +76.5% | +17.2% | +59.3% | +125.2% |
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