+20.4%
HON vs TFC
+93.4%
-73.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | 0.0% |
| 7D | -0.8% | +2.2% | -3.1% | -1.6% |
| 30D | -15.2% | -2.5% | -12.7% | -14.5% |
| 3M | -6.0% | +4.5% | -10.5% | -7.6% |
| 6M | -14.9% | +11.0% | -25.9% | -18.1% |
| YTD | +3.2% | +5.9% | -2.7% | +0.7% |
| 1Y | 0.0% | +14.6% | -14.6% | -5.0% |
| All | +20.4% | +93.4% | -73.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling