+95.3%
TFC vs HIG
+315.0%
-219.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -0.9% |
| 30D | -2.8% | -1.2% | -1.6% | -2.0% |
| 3M | +2.1% | +6.3% | -4.1% | -2.7% |
| 6M | +10.1% | +0.6% | +9.5% | +8.9% |
| YTD | +5.4% | +0.6% | +4.8% | +4.2% |
| 1Y | +16.3% | +6.1% | +10.2% | +10.4% |
| 3Y | +95.9% | +102.0% | -6.1% | +15.0% |
| 5Y | +16.0% | +119.2% | -103.2% | -35.2% |
| All | +95.3% | +315.0% | -219.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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