+31,139.8%
HD vs TFC
+2,596.5%
+28,543.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | +2.4% | -4.5% | -2.9% |
| 30D | -8.4% | -1.3% | -7.1% | -8.0% |
| 3M | +4.3% | +6.1% | -1.7% | +1.9% |
| 6M | -11.1% | +7.3% | -18.5% | -13.6% |
| YTD | -4.7% | +8.2% | -12.9% | -7.8% |
| 1Y | -19.8% | +14.4% | -34.2% | -24.2% |
| 3Y | +4.1% | +93.7% | -89.6% | -20.4% |
| 5Y | +10.3% | +16.4% | -6.1% | -2.0% |
| 10Y | +203.2% | +101.6% | +101.6% | +103.1% |
| All | +31,139.8% | +2,596.5% | +28,543.3% | +11,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling