+748.4%
TT vs MUB
+22.3%
+726.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.8% |
| 7D | +8.1% | -0.8% | +8.9% | +9.1% |
| 30D | -11.3% | +2.4% | -13.7% | -13.9% |
| 3M | -11.2% | -1.1% | -10.1% | -10.0% |
| 6M | -8.9% | -1.0% | -7.9% | -7.8% |
| YTD | +9.7% | -0.3% | +10.0% | +10.3% |
| 1Y | +1.3% | 0.0% | +1.3% | +1.4% |
| 3Y | +93.4% | +10.2% | +83.2% | +71.5% |
| 5Y | +133.5% | +2.9% | +130.6% | +124.6% |
| All | +748.4% | +22.3% | +726.2% | +720.1% |
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