-81.8%
TMF vs TXT
+115.3%
-197.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | +0.6% |
| 7D | +0.6% | -3.5% | +4.1% | -0.2% |
| 30D | +16.3% | +15.2% | +1.1% | +20.3% |
| 3M | -2.7% | -4.5% | +1.8% | -3.8% |
| 6M | -13.2% | -6.1% | -7.1% | -14.5% |
| YTD | -16.7% | -2.0% | -14.7% | -16.8% |
| 1Y | -22.7% | +4.2% | -26.9% | -21.6% |
| 3Y | -26.1% | +14.4% | -40.5% | -22.0% |
| 5Y | -88.4% | +12.3% | -100.8% | -87.7% |
| 10Y | -81.8% | +101.8% | -183.7% | -68.9% |
| All | -81.8% | +115.3% | -197.2% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling