+2,176.9%
TXN vs TMF
-68.9%
+2,245.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.9% |
| 7D | -0.1% | -1.4% | +1.4% | -0.3% |
| 30D | -6.9% | -2.8% | -4.1% | -7.2% |
| 3M | -14.9% | -10.9% | -4.0% | -16.2% |
| 6M | +29.0% | -21.3% | +50.3% | +25.1% |
| YTD | +51.5% | -15.9% | +67.3% | +48.4% |
| 1Y | +41.6% | -15.7% | +57.3% | +38.9% |
| 3Y | +65.8% | -43.4% | +109.2% | +56.5% |
| 5Y | +56.8% | -87.8% | +144.6% | +16.3% |
| 10Y | +387.5% | -86.7% | +474.2% | +302.1% |
| All | +2,176.9% | -68.9% | +2,245.7% | +2,719.8% |
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 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