+104.9%
TFC vs HAS
+56.8%
+48.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | -1.8% | +4.2% | +3.2% |
| 30D | -1.3% | +2.3% | -3.6% | -2.3% |
| 3M | +6.1% | +10.4% | -4.3% | +1.3% |
| 6M | +7.3% | -3.2% | +10.6% | +7.5% |
| YTD | +8.2% | +15.4% | -7.2% | +0.3% |
| 1Y | +14.4% | +18.8% | -4.4% | +4.6% |
| 3Y | +93.7% | +43.9% | +49.8% | +57.7% |
| 5Y | +16.4% | +13.9% | +2.5% | +2.3% |
| All | +104.9% | +56.8% | +48.1% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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