+415.7%
TXN vs TMF
-86.2%
+501.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +0.9% |
| 7D | +2.7% | -0.9% | +3.5% | +2.6% |
| 30D | -6.7% | -1.0% | -5.7% | -6.8% |
| 3M | -8.9% | -11.3% | +2.4% | -9.6% |
| 6M | +34.7% | -22.7% | +57.4% | +32.4% |
| YTD | +53.3% | -17.3% | +70.7% | +51.5% |
| 1Y | +45.0% | -22.5% | +67.5% | +42.8% |
| 3Y | +73.1% | -43.2% | +116.3% | +67.4% |
| 5Y | +59.9% | -88.3% | +148.2% | +25.7% |
| 10Y | +415.7% | -86.0% | +501.7% | +356.3% |
| All | +415.7% | -86.2% | +501.9% | +356.3% |
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 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