+97.2%
TFC vs HDB
+32.4%
+64.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | +0.9% |
| 30D | -2.3% | -5.8% | +3.5% | +0.2% |
| 3M | +2.5% | -5.2% | +7.7% | +4.3% |
| 6M | +9.5% | -25.7% | +35.2% | +23.8% |
| YTD | +5.1% | -39.6% | +44.6% | +30.3% |
| 1Y | +15.5% | -36.9% | +52.4% | +40.0% |
| 3Y | +95.2% | -29.7% | +124.9% | +119.1% |
| 5Y | +14.5% | -37.8% | +52.2% | +33.6% |
| 10Y | +97.2% | +33.7% | +63.5% | +60.7% |
| All | +97.2% | +32.4% | +64.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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