+489.7%
HPE vs TFC
+98.5%
+391.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.5% |
| 7D | +1.4% | -2.5% | +3.9% | +2.8% |
| 30D | +1.5% | -2.8% | +4.4% | +3.2% |
| 3M | +21.7% | +2.1% | +19.6% | +19.6% |
| 6M | +164.2% | +10.1% | +154.1% | +147.8% |
| YTD | +132.1% | +5.4% | +126.6% | +123.2% |
| 1Y | +130.6% | +16.3% | +114.3% | +109.9% |
| 3Y | +244.1% | +95.9% | +148.3% | +131.5% |
| 5Y | +340.8% | +16.0% | +324.8% | +283.7% |
| All | +489.7% | +98.5% | +391.3% | +262.5% |
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