+90.2%
TT vs MUB
+11.6%
+78.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.6% |
| 30D | -14.0% | +4.4% | -18.4% | -17.5% |
| 3M | -15.9% | -0.4% | -15.4% | -14.9% |
| 6M | -17.3% | -0.9% | -16.4% | -15.9% |
| YTD | +4.0% | +0.1% | +3.9% | +4.9% |
| 1Y | -7.1% | +0.5% | -7.6% | -6.6% |
| 3Y | +90.2% | +11.7% | +78.5% | +73.1% |
| All | +90.2% | +11.6% | +78.7% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling