+84.7%
TFC vs HDB
+61.5%
+23.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | +0.7% |
| 7D | +0.3% | +13.7% | -13.4% | -5.3% |
| 30D | +9.2% | +15.8% | -6.7% | +2.1% |
| 3M | -2.9% | +9.2% | -12.1% | -7.0% |
| 6M | +3.5% | +3.2% | +0.3% | +1.1% |
| YTD | +5.4% | -29.4% | +34.8% | +21.5% |
| 1Y | +17.3% | -27.9% | +45.2% | +33.7% |
| 3Y | +96.7% | -5.9% | +102.6% | +92.0% |
| 5Y | -1.1% | -23.5% | +22.4% | +4.6% |
| 10Y | +84.7% | +61.3% | +23.4% | +39.4% |
| All | +84.7% | +61.5% | +23.2% | +39.4% |
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