-55.4%
TSLL vs MUB
+8.7%
-64.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -12.0% |
| 7D | +1.9% | -0.9% | +2.8% | +5.1% |
| 30D | +17.8% | -1.4% | +19.2% | +24.1% |
| 3M | -37.0% | -2.2% | -34.9% | -31.2% |
| 6M | -37.7% | -1.9% | -35.8% | -32.3% |
| YTD | -51.4% | -0.8% | -50.6% | -48.8% |
| 1Y | -23.4% | +2.7% | -26.1% | -27.2% |
| 3Y | -30.8% | +8.6% | -39.4% | -44.8% |
| All | -55.4% | +8.7% | -64.1% | -61.9% |
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 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