+27.6%
TXG vs TMF
-87.9%
+115.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +2.8% |
| 7D | +9.1% | -0.9% | +10.0% | +9.3% |
| 30D | +14.9% | -1.0% | +15.9% | +15.0% |
| 3M | +120.0% | -11.3% | +131.2% | +123.5% |
| 6M | +221.8% | -22.7% | +244.5% | +232.5% |
| YTD | +312.6% | -17.3% | +329.9% | +322.8% |
| 1Y | +398.4% | -22.5% | +420.9% | +414.0% |
| 3Y | +42.1% | -43.2% | +85.3% | +48.7% |
| 5Y | -63.5% | -88.3% | +24.9% | -61.6% |
| All | +27.6% | -87.9% | +115.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling