+1,658.7%
HCA vs TMF
-51.0%
+1,709.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -3.1% | -1.4% | -1.6% | -3.2% |
| 30D | -1.1% | -2.8% | +1.7% | -1.3% |
| 3M | +12.2% | -10.9% | +23.1% | +11.3% |
| 6M | -25.3% | -21.3% | -4.0% | -26.5% |
| YTD | -12.9% | -15.9% | +2.9% | -13.9% |
| 1Y | -0.9% | -15.7% | +14.8% | -1.9% |
| 3Y | +47.6% | -43.4% | +91.0% | +42.9% |
| 5Y | +67.0% | -87.8% | +154.7% | +35.7% |
| 10Y | +471.4% | -86.7% | +558.2% | +396.3% |
| All | +1,658.7% | -51.0% | +1,709.7% | +1,907.2% |
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