+58.0%
TXN vs TMF
-87.6%
+145.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -9.5% | -1.8% | -7.6% | -9.5% |
| 3M | -10.5% | -8.2% | -2.3% | -10.4% |
| 6M | +35.4% | -19.5% | +54.9% | +36.0% |
| YTD | +51.8% | -16.0% | +67.7% | +52.3% |
| 1Y | +42.9% | -22.5% | +65.4% | +43.7% |
| 3Y | +71.3% | -42.3% | +113.6% | +71.6% |
| 5Y | +58.0% | -87.7% | +145.7% | +51.7% |
| All | +58.0% | -87.6% | +145.6% | +51.7% |
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