+1,447.9%
TSM vs MUB
+21.1%
+1,426.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | -7.6% | +0.7% | -8.3% | -8.3% |
| 30D | -20.5% | +4.4% | -24.9% | -24.3% |
| 3M | -10.0% | -0.2% | -9.8% | -9.8% |
| 6M | -10.1% | -0.6% | -9.4% | -9.3% |
| YTD | +24.5% | +0.3% | +24.2% | +24.4% |
| 1Y | +31.2% | +0.8% | +30.4% | +30.5% |
| 3Y | +322.0% | +12.0% | +310.0% | +272.0% |
| 5Y | +245.3% | +3.4% | +241.8% | +229.8% |
| All | +1,447.9% | +21.1% | +1,426.8% | +1,314.9% |
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 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