+498.2%
HCA vs TMF
-86.4%
+584.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.4% | -5.1% | +10.5% | +5.3% |
| 30D | +3.0% | -4.6% | +7.6% | +2.9% |
| 3M | +13.0% | -16.6% | +29.6% | +12.8% |
| 6M | -20.3% | -19.9% | -0.4% | -20.5% |
| YTD | -8.2% | -20.2% | +11.9% | -8.5% |
| 1Y | +6.7% | -27.7% | +34.4% | +6.2% |
| 3Y | +60.4% | -43.9% | +104.3% | +58.9% |
| 5Y | +73.4% | -88.4% | +161.9% | +49.4% |
| All | +498.2% | -86.4% | +584.6% | +473.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling