+1,043.5%
TFC vs HIG
+990.4%
+53.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.6% | +4.4% | +4.3% | +7.1% |
| 3M | -4.3% | 0.0% | -4.4% | -4.4% |
| 6M | +5.4% | +3.8% | +1.6% | +3.8% |
| YTD | +4.5% | +0.7% | +3.8% | +4.0% |
| 1Y | +14.0% | +5.0% | +9.0% | +11.7% |
| 3Y | +93.4% | +95.3% | -2.0% | +53.4% |
| 5Y | +0.5% | +110.8% | -110.3% | -21.4% |
| 10Y | +77.7% | +261.9% | -184.2% | +17.2% |
| All | +1,043.5% | +990.4% | +53.1% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling