+78.4%
TXN vs TMF
-88.4%
+166.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.6% | +6.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +4.7% | +16.3% | -11.6% | +4.2% |
| 3M | +3.9% | -2.7% | +6.6% | +3.9% |
| 6M | +3.8% | -13.2% | +17.0% | +4.2% |
| YTD | +74.2% | -16.7% | +90.9% | +75.0% |
| 1Y | +88.2% | -22.7% | +110.9% | +89.5% |
| 3Y | +124.0% | -26.1% | +150.1% | +124.4% |
| 5Y | +78.4% | -88.4% | +166.8% | +72.8% |
| All | +78.4% | -88.4% | +166.8% | +72.8% |
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