+511.8%
TFC vs HBM
+462.4%
+49.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | +0.1% | +5.1% | -5.0% | -0.9% |
| 30D | +8.6% | -15.8% | +24.5% | +11.9% |
| 3M | -4.3% | -22.4% | +18.1% | -0.4% |
| 6M | +5.4% | -20.2% | +25.7% | +7.5% |
| YTD | +4.5% | +9.0% | -4.5% | -1.6% |
| 1Y | +14.0% | +27.4% | -13.4% | +3.8% |
| 3Y | +93.4% | +424.2% | -330.9% | +25.9% |
| 5Y | +0.5% | +196.1% | -195.6% | -30.0% |
| 10Y | +77.7% | +285.4% | -207.7% | -1.2% |
| All | +511.8% | +462.4% | +49.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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