-88.5%
TMF vs TXT
+10.3%
-98.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.3% |
| 7D | -8.2% | -1.1% | -7.1% | -8.1% |
| 30D | +5.3% | +13.3% | -7.9% | +4.5% |
| 3M | -8.5% | -5.1% | -3.3% | -8.4% |
| 6M | -17.2% | -7.1% | -10.1% | -17.0% |
| YTD | -23.4% | -3.2% | -20.2% | -23.3% |
| 1Y | -30.2% | +2.3% | -32.6% | -30.3% |
| 3Y | -32.9% | +11.1% | -44.0% | -33.0% |
| 5Y | -88.5% | +10.0% | -98.6% | -89.1% |
| All | -88.5% | +10.3% | -98.9% | -89.1% |
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