+7.5%
HCA vs TMF
-25.6%
+33.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +2.9% | -4.8% | +7.7% | +3.3% |
| 30D | +2.4% | -4.9% | +7.3% | +2.7% |
| 3M | +13.0% | -13.4% | +26.5% | +14.3% |
| 6M | -21.4% | -23.0% | +1.7% | -20.1% |
| YTD | -9.5% | -20.2% | +10.7% | -8.3% |
| 1Y | +7.5% | -26.5% | +34.0% | +10.7% |
| All | +7.5% | -25.6% | +33.2% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling