-68.7%
TMF vs TXT
+607.3%
-676.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.2% |
| 7D | -1.4% | -4.8% | +3.3% | -3.0% |
| 30D | -2.8% | -10.6% | +7.8% | -6.4% |
| 3M | -10.9% | -13.2% | +2.3% | -14.9% |
| 6M | -21.3% | -20.3% | -1.0% | -27.0% |
| YTD | -15.9% | -9.3% | -6.6% | -18.3% |
| 1Y | -15.7% | -2.7% | -13.0% | -16.1% |
| 3Y | -43.4% | +1.4% | -44.7% | -42.3% |
| 5Y | -87.8% | +9.6% | -97.3% | -86.8% |
| 10Y | -86.7% | +94.9% | -181.6% | -77.8% |
| All | -68.7% | +607.3% | -676.0% | +3.9% |
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