-88.3%
TMF vs TXT
+8.5%
-96.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | +1.9% | +13.3% | -11.4% | +1.1% |
| 3M | -11.2% | -5.0% | -6.3% | -11.1% |
| 6M | -17.7% | -8.4% | -9.3% | -17.5% |
| YTD | -24.5% | -4.0% | -20.5% | -24.4% |
| 1Y | -29.4% | +2.8% | -32.2% | -29.4% |
| 3Y | -33.4% | +10.3% | -43.7% | -33.4% |
| All | -88.3% | +8.5% | -96.8% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling