+225.0%
HPE vs TMF
-41.6%
+266.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | -2.3% | -2.8% | +0.5% | -2.2% |
| 3M | -2.9% | -10.9% | +8.0% | -2.6% |
| 6M | +143.6% | -21.3% | +164.9% | +144.3% |
| YTD | +118.5% | -15.9% | +134.4% | +119.1% |
| 1Y | +129.2% | -15.7% | +144.9% | +129.5% |
| All | +225.0% | -41.6% | +266.6% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling