+412.3%
TTD vs MUB
+19.5%
+392.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +4.0% |
| 7D | +19.9% | +0.6% | +19.3% | +18.5% |
| 30D | +27.6% | +3.4% | +24.2% | +20.2% |
| 3M | +15.2% | -0.7% | +15.9% | +16.7% |
| 6M | -33.2% | -1.0% | -32.2% | -31.9% |
| YTD | -59.4% | 0.0% | -59.4% | -59.4% |
| 1Y | -64.4% | +0.4% | -64.7% | -64.6% |
| 3Y | -75.9% | +10.5% | -86.4% | -80.4% |
| 5Y | -82.6% | +3.1% | -85.7% | -83.8% |
| 10Y | +558.1% | +22.0% | +536.1% | +440.5% |
| All | +412.3% | +19.5% | +392.8% | +353.0% |
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