+2,642.7%
TXN vs TMF
-70.3%
+2,713.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -0.5% | -3.4% | +2.8% | -1.0% |
| 30D | +10.5% | +11.5% | -1.0% | +12.2% |
| 3M | +10.7% | -4.5% | +15.2% | +10.3% |
| 6M | +5.1% | -15.0% | +20.1% | +3.1% |
| YTD | +82.5% | -19.9% | +102.3% | +77.9% |
| 1Y | +98.2% | -26.6% | +124.8% | +90.9% |
| 3Y | +128.4% | -29.8% | +158.2% | +123.0% |
| 5Y | +89.0% | -88.2% | +177.2% | +39.3% |
| 10Y | +481.5% | -81.4% | +562.9% | +416.1% |
| All | +2,642.7% | -70.3% | +2,713.1% | +3,281.0% |
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 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