-80.6%
TTD vs MUB
+2.2%
-82.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.7% | -0.3% | +2.0% | +2.2% |
| 30D | +1.6% | -1.5% | +3.1% | +4.2% |
| 3M | -27.8% | -1.9% | -25.9% | -25.5% |
| 6M | -52.1% | -1.7% | -50.4% | -50.7% |
| YTD | -63.1% | -0.8% | -62.3% | -62.6% |
| 1Y | -73.1% | +1.5% | -74.5% | -73.7% |
| 3Y | -83.3% | +8.8% | -92.1% | -86.3% |
| 5Y | -80.6% | +2.0% | -82.6% | -83.9% |
| All | -80.6% | +2.2% | -82.8% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling