+132.1%
HON vs TFC
+98.5%
+33.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.6% |
| 30D | -11.9% | -2.8% | -9.0% | -10.9% |
| 3M | -6.1% | +2.1% | -8.2% | -7.2% |
| 6M | -19.2% | +10.1% | -29.3% | -22.8% |
| YTD | +0.2% | +5.4% | -5.3% | -2.8% |
| 1Y | -1.5% | +16.3% | -17.8% | -8.4% |
| 3Y | +17.9% | +95.9% | -77.9% | -14.3% |
| 5Y | +1.9% | +16.0% | -14.1% | -10.4% |
| All | +132.1% | +98.5% | +33.6% | +51.5% |
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