-26.6%
TMF vs TXT
+4.6%
-31.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.4% | -0.8% | -2.5% | -3.2% |
| 30D | +11.5% | +13.4% | -1.9% | +7.9% |
| 3M | -4.5% | -2.5% | -2.0% | -4.4% |
| 6M | -15.0% | -6.2% | -8.8% | -14.5% |
| YTD | -19.9% | -1.3% | -18.5% | -20.7% |
| 1Y | -26.6% | +4.3% | -30.9% | -30.9% |
| All | -26.6% | +4.6% | -31.2% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling