+99.4%
HLT vs TMF
-44.0%
+143.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -2.6% | -4.8% | +2.2% | -2.3% |
| 30D | -2.6% | -4.9% | +2.3% | -2.4% |
| 3M | -9.4% | -13.4% | +4.0% | -8.8% |
| 6M | +2.7% | -23.0% | +25.8% | +3.8% |
| YTD | +6.8% | -20.2% | +26.9% | +7.8% |
| 1Y | +12.4% | -26.5% | +38.8% | +13.7% |
| All | +99.4% | -44.0% | +143.4% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling