+73.5%
TFC vs HIG
+260.2%
-186.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +8.6% | +4.4% | +4.3% | +5.4% |
| 3M | -4.3% | 0.0% | -4.4% | -4.6% |
| 6M | +5.4% | +3.8% | +1.6% | +1.8% |
| YTD | +4.5% | +0.7% | +3.8% | +3.0% |
| 1Y | +14.0% | +5.0% | +9.0% | +8.8% |
| 3Y | +93.4% | +95.3% | -2.0% | +16.1% |
| 5Y | +0.5% | +110.8% | -110.3% | -42.5% |
| All | +73.5% | +260.2% | -186.7% | -30.0% |
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