+2,518.1%
TXN vs TMF
-69.2%
+2,587.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.6% | +6.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.0% |
| 30D | +4.7% | +16.3% | -11.6% | +6.9% |
| 3M | +3.9% | -2.7% | +6.6% | +3.7% |
| 6M | +3.8% | -13.2% | +17.0% | +2.1% |
| YTD | +74.2% | -16.7% | +90.9% | +70.6% |
| 1Y | +88.2% | -22.7% | +110.9% | +82.6% |
| 3Y | +124.0% | -26.1% | +150.1% | +120.2% |
| 5Y | +78.4% | -88.4% | +166.8% | +30.5% |
| 10Y | +455.6% | -81.8% | +537.4% | +389.2% |
| All | +2,518.1% | -69.2% | +2,587.2% | +3,143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling