+155.8%
HON vs TFC
+79.2%
+76.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | +1.4% | +2.3% | -0.8% | +0.5% |
| 30D | +7.5% | +10.8% | -3.3% | +3.2% |
| 3M | -4.3% | -3.8% | -0.6% | -3.0% |
| 6M | -1.5% | +9.6% | -11.1% | -5.7% |
| YTD | +10.5% | +5.8% | +4.8% | +7.0% |
| 1Y | +8.5% | +16.2% | -7.6% | +1.1% |
| 3Y | +28.0% | +96.0% | -67.9% | -6.6% |
| 5Y | +12.0% | +1.7% | +10.3% | +5.2% |
| All | +155.8% | +79.2% | +76.6% | +75.5% |
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