+19.2%
TXG vs TMF
-88.3%
+107.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -22.0% | +11.8% | -33.8% | -23.3% |
| 3M | +7.4% | -4.0% | +11.4% | +7.7% |
| 6M | +191.2% | -16.5% | +207.7% | +197.5% |
| YTD | +285.7% | -19.9% | +305.6% | +295.9% |
| 1Y | +268.3% | -25.6% | +293.8% | +281.3% |
| 3Y | +77.3% | -29.9% | +107.2% | +82.9% |
| 5Y | -62.3% | -88.2% | +25.9% | -60.4% |
| All | +19.2% | -88.3% | +107.5% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling