+129.6%
TT vs MUB
+8.6%
+121.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +1.1% |
| 30D | -7.2% | -1.4% | -5.7% | -5.4% |
| 3M | -3.0% | -2.2% | -0.8% | -0.2% |
| 6M | +1.4% | -1.9% | +3.2% | +3.8% |
| YTD | +15.9% | -0.8% | +16.7% | +17.5% |
| 1Y | +9.4% | +2.7% | +6.7% | +7.2% |
| All | +129.6% | +8.6% | +121.0% | +96.8% |
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