-25.6%
TMF vs TXT
+5.9%
-31.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.5% | -4.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +11.8% | +17.1% | -5.3% | +7.4% |
| 3M | -4.0% | -2.6% | -1.4% | -3.9% |
| 6M | -16.5% | -4.6% | -12.0% | -16.4% |
| YTD | -19.9% | -0.3% | -19.6% | -20.9% |
| 1Y | -25.6% | +5.9% | -31.5% | -30.5% |
| All | -25.6% | +5.9% | -31.5% | -30.5% |
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 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