+70.3%
HCA vs TMF
-88.0%
+158.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.1% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | +1.9% | -1.0% | +2.9% | +1.9% |
| 3M | +12.7% | -11.3% | +24.0% | +13.8% |
| 6M | -22.3% | -22.7% | +0.4% | -20.8% |
| YTD | -9.3% | -17.3% | +8.0% | -8.1% |
| 1Y | +2.7% | -22.5% | +25.2% | +4.6% |
| 3Y | +57.8% | -43.2% | +101.0% | +62.2% |
| 5Y | +70.3% | -88.3% | +158.6% | +68.3% |
| All | +70.3% | -88.0% | +158.3% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling