+125.8%
TXN vs MUB
+9.9%
+115.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.5% |
| 7D | +9.5% | -1.3% | +10.7% | +10.9% |
| 30D | +8.7% | +2.2% | +6.5% | +5.8% |
| 3M | +11.6% | -1.6% | +13.2% | +14.2% |
| 6M | +0.1% | -1.3% | +1.4% | +2.2% |
| YTD | +78.8% | -0.7% | +79.5% | +81.7% |
| 1Y | +91.2% | -0.2% | +91.4% | +93.4% |
| 3Y | +125.8% | +9.6% | +116.2% | +102.6% |
| All | +125.8% | +9.9% | +115.9% | +102.6% |
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 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