-37.7%
TSLL vs MUB
-2.0%
-35.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -12.1% |
| 7D | +1.9% | -0.9% | +2.8% | +11.1% |
| 30D | +17.8% | -1.4% | +19.2% | +36.6% |
| 3M | -37.0% | -2.2% | -34.9% | -19.9% |
| 6M | -37.7% | -1.9% | -35.8% | -21.5% |
| All | -37.7% | -2.0% | -35.7% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling