-88.0%
TMF vs TXT
+7.8%
-95.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +1.2% | -2.5% | +3.7% | +1.4% |
| 30D | +19.7% | +14.4% | +5.3% | +18.7% |
| 3M | -2.1% | -4.9% | +2.8% | -2.0% |
| 6M | -13.4% | -10.2% | -3.2% | -13.2% |
| YTD | -16.7% | -4.1% | -12.6% | -16.6% |
| 1Y | -23.3% | +4.0% | -27.3% | -23.4% |
| 3Y | -24.8% | +8.0% | -32.8% | -24.9% |
| All | -88.0% | +7.8% | -95.8% | -88.3% |
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