+7,751.4%
TSM vs MUB
+76.3%
+7,675.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | +3.6% | -1.4% | +5.0% | +4.3% |
| 3M | -3.4% | -2.2% | -1.2% | -2.4% |
| 6M | +20.6% | -1.9% | +22.5% | +21.7% |
| YTD | +41.9% | -0.8% | +42.6% | +42.6% |
| 1Y | +84.4% | +2.7% | +81.6% | +82.8% |
| 3Y | +380.2% | +8.6% | +371.6% | +364.9% |
| 5Y | +275.3% | +2.0% | +273.3% | +269.4% |
| 10Y | +1,751.4% | +17.9% | +1,733.5% | +1,691.4% |
| All | +7,751.4% | +76.3% | +7,675.1% | +7,487.2% |
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