+469.9%
TXN vs TMF
-82.2%
+552.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.3% |
| 7D | -3.8% | -1.1% | -2.8% | -3.9% |
| 30D | +6.4% | +11.8% | -5.4% | +7.3% |
| 3M | +7.7% | -4.0% | +11.7% | +7.5% |
| 6M | +5.5% | -16.5% | +22.0% | +4.3% |
| YTD | +77.0% | -19.9% | +96.9% | +74.6% |
| 1Y | +91.2% | -25.6% | +116.8% | +87.7% |
| 3Y | +121.5% | -29.9% | +151.4% | +119.2% |
| 5Y | +84.9% | -88.2% | +173.1% | +44.6% |
| 10Y | +469.9% | -81.7% | +551.6% | +415.0% |
| All | +469.9% | -82.2% | +552.1% | +415.0% |
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