+379.4%
TTD vs MUB
+18.6%
+360.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -0.9% | +7.2% | +8.0% |
| 30D | -23.9% | -1.4% | -22.5% | -22.0% |
| 3M | -31.4% | -2.2% | -29.2% | -28.6% |
| 6M | -42.7% | -1.9% | -40.8% | -40.6% |
| YTD | -62.0% | -0.8% | -61.2% | -61.5% |
| 1Y | -72.2% | +2.7% | -74.9% | -73.6% |
| 3Y | -81.9% | +8.6% | -90.5% | -84.8% |
| 5Y | -81.5% | +2.0% | -83.6% | -82.6% |
| All | +379.4% | +18.6% | +360.8% | +329.6% |
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