+381.6%
TPR vs MUB
+77.6%
+303.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +12.1% | +0.6% | +11.4% | +11.6% |
| 30D | +16.7% | +3.4% | +13.2% | +14.1% |
| 3M | -17.4% | -0.7% | -16.7% | -17.0% |
| 6M | +2.3% | -1.0% | +3.2% | +2.9% |
| YTD | +7.1% | 0.0% | +7.1% | +7.3% |
| 1Y | +29.5% | +0.4% | +29.1% | +29.3% |
| 3Y | +415.0% | +10.5% | +404.6% | +385.9% |
| 5Y | +261.5% | +3.1% | +258.4% | +252.5% |
| 10Y | +383.3% | +22.0% | +361.3% | +354.5% |
| All | +381.6% | +77.6% | +303.9% | +314.5% |
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 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