+102.5%
TNA vs MUB
+7.4%
+95.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | +0.1% |
| 7D | -7.6% | -1.2% | -6.4% | -2.5% |
| 30D | -13.6% | -2.8% | -10.9% | -2.5% |
| 3M | +2.8% | -3.1% | +5.9% | +18.0% |
| 6M | +34.5% | -2.9% | +37.4% | +54.6% |
| YTD | +41.0% | -2.0% | +43.1% | +57.2% |
| 1Y | +52.0% | 0.0% | +52.0% | +57.5% |
| All | +102.5% | +7.4% | +95.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling