+575.2%
HLT vs TFC
+98.7%
+476.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -0.5% |
| 30D | -5.0% | -3.4% | -1.7% | -3.6% |
| 3M | -10.4% | +0.4% | -10.8% | -10.9% |
| 6M | +3.2% | +12.7% | -9.4% | -2.5% |
| YTD | +6.7% | +5.6% | +1.2% | +3.5% |
| 1Y | +10.3% | +16.0% | -5.8% | +2.3% |
| 3Y | +99.3% | +94.0% | +5.3% | +44.0% |
| 5Y | +143.7% | +16.2% | +127.5% | +116.6% |
| All | +575.2% | +98.7% | +476.5% | +369.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling