+14.5%
TFC vs HIG
+117.6%
-103.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.0% |
| 30D | -2.3% | -2.8% | +0.5% | -0.3% |
| 3M | +2.5% | +6.3% | -3.9% | -2.9% |
| 6M | +9.5% | -0.1% | +9.6% | +8.7% |
| YTD | +5.1% | +0.4% | +4.6% | +3.8% |
| 1Y | +15.5% | +6.2% | +9.2% | +8.7% |
| 3Y | +95.2% | +101.6% | -6.5% | +1.0% |
| 5Y | +14.5% | +119.8% | -105.4% | -46.3% |
| All | +14.5% | +117.6% | -103.1% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling