+38.5%
TXG vs TMF
-42.4%
+80.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +9.4% | +1.0% | +8.4% | +9.1% |
| 30D | +26.1% | -1.8% | +27.9% | +26.6% |
| 3M | +124.8% | -8.2% | +133.1% | +130.3% |
| 6M | +215.2% | -19.5% | +234.7% | +233.9% |
| YTD | +302.2% | -16.0% | +318.2% | +321.4% |
| 1Y | +370.9% | -22.5% | +393.4% | +401.6% |
| 3Y | +38.5% | -42.3% | +80.8% | +47.4% |
| All | +38.5% | -42.4% | +80.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling