+1,831.4%
TSM vs MUB
+18.0%
+1,813.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | +4.5% | -1.5% | +6.1% | +6.4% |
| 3M | +3.1% | -1.9% | +5.0% | +5.5% |
| 6M | +30.2% | -1.7% | +31.9% | +33.0% |
| YTD | +45.2% | -0.8% | +46.0% | +47.0% |
| 1Y | +79.6% | +1.5% | +78.1% | +77.5% |
| 3Y | +411.0% | +8.8% | +402.2% | +365.7% |
| 5Y | +290.7% | +2.0% | +288.7% | +279.2% |
| All | +1,831.4% | +18.0% | +1,813.4% | +1,772.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling