+12.7%
HON vs TMF
-88.4%
+101.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | +10.2% | +16.3% | -6.1% | +9.5% |
| 3M | -6.7% | -2.7% | -4.0% | -6.7% |
| 6M | +3.3% | -13.2% | +16.5% | +3.9% |
| YTD | +13.4% | -16.7% | +30.1% | +14.2% |
| 1Y | +14.7% | -22.7% | +37.4% | +15.7% |
| 3Y | +33.4% | -26.1% | +59.5% | +34.2% |
| 5Y | +12.7% | -88.4% | +101.2% | +7.4% |
| All | +12.7% | -88.4% | +101.1% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling