-24.9%
TSLL vs MUB
+11.5%
-36.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.4% | -22.3% | -23.5% |
| 7D | -28.9% | +0.9% | -29.8% | -31.9% |
| 30D | -21.4% | +3.8% | -25.2% | -33.1% |
| 3M | +5.0% | -0.7% | +5.7% | +8.7% |
| 6M | -36.6% | -0.8% | -35.8% | -32.9% |
| YTD | -56.6% | 0.0% | -56.6% | -55.2% |
| 1Y | -60.9% | +0.6% | -61.5% | -60.4% |
| All | -24.9% | +11.5% | -36.3% | -54.9% |
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