+45.9%
HLT vs TMF
-23.9%
+69.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +7.7% | +4.0% | +3.7% | +6.7% |
| 30D | +19.1% | +19.5% | -0.3% | +14.2% |
| 3M | +20.7% | -3.5% | +24.2% | +21.5% |
| 6M | +21.0% | -10.6% | +31.6% | +23.9% |
| YTD | +31.3% | -17.1% | +48.3% | +37.4% |
| 1Y | +45.9% | -24.3% | +70.1% | +53.8% |
| All | +45.9% | -23.9% | +69.8% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling