+1,033.9%
HON vs TMF
-70.3%
+1,104.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | -0.8% |
| 7D | +1.9% | -1.1% | +2.9% | +1.7% |
| 30D | +9.9% | +11.8% | -1.9% | +11.5% |
| 3M | -5.8% | -4.0% | -1.7% | -6.2% |
| 6M | +3.0% | -16.5% | +19.5% | +0.6% |
| YTD | +13.1% | -19.9% | +33.0% | +9.9% |
| 1Y | +13.2% | -25.6% | +38.7% | +8.9% |
| 3Y | +30.8% | -29.9% | +60.7% | +27.3% |
| 5Y | +13.0% | -88.2% | +101.3% | -17.6% |
| 10Y | +161.3% | -81.7% | +243.0% | +129.7% |
| All | +1,033.9% | -70.3% | +1,104.2% | +1,240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling