+135.5%
HL vs TMF
-82.2%
+217.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.4% | -6.8% |
| 7D | +8.2% | -1.1% | +9.2% | +8.4% |
| 30D | -16.3% | +11.8% | -28.1% | -17.4% |
| 3M | -18.6% | -4.0% | -14.5% | -18.2% |
| 6M | -23.2% | -16.5% | -6.6% | -21.7% |
| YTD | -25.5% | -19.9% | -5.6% | -23.8% |
| 1Y | -4.8% | -25.6% | +20.8% | -1.9% |
| 3Y | +281.4% | -29.9% | +311.3% | +289.8% |
| 5Y | +137.8% | -88.2% | +226.1% | +164.0% |
| 10Y | +135.5% | -81.7% | +217.2% | +95.0% |
| All | +135.5% | -82.2% | +217.7% | +95.0% |
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