+15.6%
TFC vs HDB
-37.8%
+53.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.0% |
| 7D | +2.2% | -2.0% | +4.3% | +3.0% |
| 30D | -2.5% | -4.9% | +2.4% | -0.7% |
| 3M | +4.5% | -2.3% | +6.9% | +4.9% |
| 6M | +11.0% | -23.7% | +34.7% | +21.6% |
| YTD | +5.9% | -38.5% | +44.4% | +25.4% |
| 1Y | +14.6% | -36.5% | +51.0% | +33.8% |
| 3Y | +96.7% | -28.5% | +125.2% | +115.2% |
| 5Y | +15.6% | -37.4% | +52.9% | +33.7% |
| All | +15.6% | -37.8% | +53.3% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling