+5.8%
HD vs TFC
-2.5%
+8.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +4.3% | +1.2% | +3.1% | +4.0% |
| 30D | +20.2% | +8.3% | +11.9% | +17.1% |
| 3M | -1.0% | -5.2% | +4.2% | +0.7% |
| 6M | +7.9% | -0.8% | +8.7% | +8.0% |
| YTD | +2.0% | +3.4% | -1.5% | +0.4% |
| 1Y | -4.3% | +17.0% | -21.3% | -9.5% |
| 3Y | +25.9% | +86.2% | -60.2% | +1.3% |
| All | +5.8% | -2.5% | +8.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling