+247.2%
HD vs TMF
-82.2%
+329.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | +5.2% | -1.1% | +6.3% | +5.2% |
| 30D | +20.7% | +11.8% | +8.9% | +20.5% |
| 3M | +0.8% | -4.0% | +4.8% | +0.9% |
| 6M | +12.2% | -16.5% | +28.8% | +12.5% |
| YTD | +4.2% | -19.9% | +24.1% | +4.5% |
| 1Y | -2.6% | -25.6% | +23.0% | -2.3% |
| 3Y | +30.0% | -29.9% | +59.9% | +30.8% |
| 5Y | +8.1% | -88.2% | +96.3% | -6.2% |
| 10Y | +247.2% | -81.7% | +328.9% | +227.5% |
| All | +247.2% | -82.2% | +329.4% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling