-81.4%
TMF vs TXT
+98.8%
-180.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.2% |
| 7D | -3.4% | -0.8% | -2.5% | -3.5% |
| 30D | +11.5% | +13.4% | -1.9% | +14.9% |
| 3M | -4.5% | -2.5% | -2.0% | -5.1% |
| 6M | -15.0% | -6.2% | -8.8% | -16.3% |
| YTD | -19.9% | -1.3% | -18.5% | -19.8% |
| 1Y | -26.6% | +4.3% | -30.9% | -25.5% |
| 3Y | -29.8% | +13.2% | -43.1% | -26.3% |
| 5Y | -88.2% | +12.4% | -100.6% | -87.4% |
| 10Y | -81.4% | +94.8% | -176.2% | -69.5% |
| All | -81.4% | +98.8% | -180.2% | -69.5% |
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