+138.4%
HON vs TMF
-86.8%
+225.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | -15.2% | -1.8% | -13.3% | -15.2% |
| 3M | -6.0% | -8.2% | +2.3% | -6.5% |
| 6M | -14.9% | -19.5% | +4.6% | -16.1% |
| YTD | +3.2% | -16.0% | +19.1% | +2.0% |
| 1Y | 0.0% | -22.5% | +22.5% | -1.6% |
| 3Y | +21.5% | -42.3% | +63.7% | +17.7% |
| 5Y | +4.0% | -87.7% | +91.7% | -17.8% |
| 10Y | +138.4% | -86.5% | +224.9% | +112.8% |
| All | +138.4% | -86.8% | +225.2% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling