+2,071.1%
HCA vs TMF
-56.0%
+2,127.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.4% |
| 7D | +0.8% | -9.3% | +10.1% | +0.2% |
| 30D | +6.1% | +1.9% | +4.1% | +6.2% |
| 3M | +21.4% | -11.2% | +32.7% | +20.5% |
| 6M | +17.2% | -17.7% | +34.9% | +15.8% |
| YTD | +7.5% | -24.5% | +31.9% | +5.6% |
| 1Y | +6.2% | -29.4% | +35.6% | +3.9% |
| 3Y | +122.0% | -33.4% | +155.4% | +118.6% |
| 5Y | +112.2% | -88.7% | +200.9% | +71.5% |
| 10Y | +675.7% | -82.5% | +758.2% | +610.9% |
| All | +2,071.1% | -56.0% | +2,127.1% | +2,361.0% |
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