-69.0%
TMF vs TXT
+647.5%
-716.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.8% |
| 7D | +1.2% | -2.5% | +3.7% | +0.4% |
| 30D | +19.7% | +14.4% | +5.3% | +25.2% |
| 3M | -2.1% | -4.9% | +2.8% | -3.7% |
| 6M | -13.4% | -10.2% | -3.2% | -16.5% |
| YTD | -16.7% | -4.1% | -12.6% | -17.6% |
| 1Y | -23.3% | +4.0% | -27.3% | -22.0% |
| 3Y | -24.8% | +8.0% | -32.8% | -21.6% |
| 5Y | -88.0% | +8.4% | -96.5% | -87.3% |
| 10Y | -84.7% | +116.6% | -201.3% | -73.4% |
| All | -69.0% | +647.5% | -716.5% | +4.8% |
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