+30.6%
HD vs TFC
+95.2%
-64.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +18.5% | +8.6% | +9.8% | +15.0% |
| 3M | +2.2% | -4.3% | +6.5% | +3.8% |
| 6M | +13.8% | +5.4% | +8.4% | +11.3% |
| YTD | +3.4% | +4.5% | -1.1% | +1.1% |
| 1Y | -3.5% | +14.0% | -17.5% | -8.6% |
| All | +30.6% | +95.2% | -64.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling