+468.5%
TXN vs TMF
-82.1%
+550.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.9% |
| 7D | +9.5% | -9.3% | +18.7% | +8.7% |
| 30D | +8.7% | +1.9% | +6.8% | +8.9% |
| 3M | +11.6% | -11.2% | +22.8% | +10.8% |
| 6M | +0.1% | -17.7% | +17.8% | -1.1% |
| YTD | +78.8% | -24.5% | +103.3% | +75.7% |
| 1Y | +91.2% | -29.4% | +120.7% | +87.0% |
| 3Y | +125.8% | -33.4% | +159.2% | +122.7% |
| 5Y | +83.8% | -88.7% | +172.5% | +43.7% |
| All | +468.5% | -82.1% | +550.6% | +409.0% |
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