-68.9%
TMF vs TXT
+662.6%
-731.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | 0.0% |
| 7D | +2.7% | -2.5% | +5.3% | +1.9% |
| 30D | +19.3% | +12.8% | +6.5% | +24.2% |
| 3M | -3.7% | -3.6% | 0.0% | -4.8% |
| 6M | -11.3% | -6.9% | -4.4% | -13.4% |
| YTD | -16.6% | -2.2% | -14.4% | -17.0% |
| 1Y | -21.1% | +6.3% | -27.4% | -19.2% |
| 3Y | -26.8% | +10.3% | -37.1% | -23.2% |
| 5Y | -88.0% | +10.6% | -98.7% | -87.2% |
| 10Y | -84.7% | +121.0% | -205.7% | -73.2% |
| All | -68.9% | +662.6% | -731.6% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling