-66.0%
TXG vs TMF
-88.0%
+22.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -15.4% | +1.2% | -16.7% | -15.7% |
| 30D | -22.1% | +19.7% | -41.8% | -25.3% |
| 3M | +30.0% | -2.1% | +32.1% | +30.0% |
| 6M | +160.7% | -13.4% | +174.1% | +168.1% |
| YTD | +263.5% | -16.7% | +280.2% | +276.5% |
| 1Y | +356.0% | -23.3% | +379.3% | +380.2% |
| 3Y | +53.4% | -24.8% | +78.2% | +57.9% |
| All | -66.0% | -88.0% | +22.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling