+630.8%
HLT vs TMF
-66.3%
+697.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.4% | +1.0% | -3.4% | -2.3% |
| 30D | -4.1% | -1.8% | -2.2% | -4.2% |
| 3M | -10.6% | -8.2% | -2.3% | -11.1% |
| 6M | +2.0% | -19.5% | +21.5% | +0.3% |
| YTD | +6.1% | -16.0% | +22.1% | +4.8% |
| 1Y | +9.8% | -22.5% | +32.3% | +7.7% |
| 3Y | +99.0% | -42.3% | +141.3% | +92.5% |
| 5Y | +151.5% | -87.7% | +239.2% | +103.4% |
| 10Y | +561.1% | -86.5% | +647.6% | +479.5% |
| All | +630.8% | -66.3% | +697.1% | +637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling