-87.0%
TMF vs TXT
+97.6%
-184.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.3% |
| 7D | -1.4% | -4.8% | +3.3% | -2.6% |
| 30D | -2.8% | -10.6% | +7.8% | -5.4% |
| 3M | -10.9% | -13.2% | +2.3% | -13.9% |
| 6M | -21.3% | -20.3% | -1.0% | -25.6% |
| YTD | -15.9% | -9.3% | -6.6% | -17.6% |
| 1Y | -15.7% | -2.7% | -13.0% | -15.8% |
| 3Y | -43.4% | +1.4% | -44.7% | -42.3% |
| 5Y | -87.8% | +9.6% | -97.3% | -86.9% |
| All | -87.0% | +97.6% | -184.6% | -77.5% |
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