-18.4%
TSLL vs MUB
+11.9%
-30.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.3% |
| 7D | -21.2% | +0.7% | -21.9% | -23.8% |
| 30D | -13.3% | +4.4% | -17.7% | -27.9% |
| 3M | +15.4% | -0.2% | +15.5% | +16.9% |
| 6M | -34.2% | -0.6% | -33.6% | -30.9% |
| YTD | -52.9% | +0.3% | -53.2% | -52.0% |
| 1Y | -54.3% | +0.8% | -55.1% | -54.1% |
| 3Y | -18.4% | +12.0% | -30.4% | -51.7% |
| All | -18.4% | +11.9% | -30.3% | -51.7% |
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