+444.9%
TTMI vs MUB
+10.3%
+434.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.1% |
| 7D | +22.6% | -0.8% | +23.4% | +23.9% |
| 30D | -34.3% | +2.4% | -36.7% | -36.7% |
| 3M | -44.8% | -1.1% | -43.7% | -43.5% |
| 6M | -53.3% | -1.0% | -52.3% | -52.3% |
| YTD | +10.6% | -0.3% | +10.9% | +12.3% |
| 1Y | +8.2% | 0.0% | +8.2% | +9.6% |
| All | +444.9% | +10.3% | +434.5% | +382.0% |
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 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