-54.3%
TSLL vs MUB
+0.5%
-54.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.2% |
| 7D | -21.2% | +0.7% | -21.9% | -24.4% |
| 30D | -13.3% | +4.4% | -17.7% | -33.5% |
| 3M | +15.4% | -0.4% | +15.8% | +30.8% |
| 6M | -34.2% | -0.9% | -33.4% | -20.2% |
| YTD | -52.9% | +0.1% | -53.0% | -47.5% |
| 1Y | -54.3% | +0.5% | -54.8% | -51.3% |
| All | -54.3% | +0.5% | -54.8% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling