+248.6%
HD vs TFC
+79.2%
+169.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +1.5% | +2.3% | -0.7% | +0.7% |
| 30D | +18.0% | +10.8% | +7.2% | +13.9% |
| 3M | +2.8% | -3.8% | +6.6% | +4.2% |
| 6M | +17.0% | +9.6% | +7.4% | +13.1% |
| YTD | +3.5% | +5.8% | -2.2% | +1.1% |
| 1Y | -2.6% | +16.2% | -18.8% | -7.9% |
| 3Y | +30.7% | +96.0% | -65.2% | +1.2% |
| 5Y | +6.2% | +1.7% | +4.5% | +0.5% |
| All | +248.6% | +79.2% | +169.3% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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