+388.5%
HPE vs TFC
+77.1%
+311.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +13.6% | +0.1% | +13.5% | +13.6% |
| 30D | -27.1% | +8.6% | -35.7% | -30.7% |
| 3M | -14.5% | -4.3% | -10.1% | -12.8% |
| 6M | +66.9% | +5.4% | +61.5% | +59.9% |
| YTD | +111.3% | +4.5% | +106.8% | +103.2% |
| 1Y | +117.5% | +14.0% | +103.5% | +99.0% |
| 3Y | +238.1% | +93.4% | +144.7% | +129.0% |
| 5Y | +292.4% | +0.5% | +291.9% | +270.8% |
| All | +388.5% | +77.1% | +311.4% | +236.2% |
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 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