+1,083.8%
TFC vs HIG
+1,002.1%
+81.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -1.3% | -3.2% | +1.9% | -0.2% |
| 3M | +6.1% | +9.1% | -3.1% | +2.7% |
| 6M | +7.3% | -1.8% | +9.1% | +7.8% |
| YTD | +8.2% | +1.8% | +6.4% | +7.3% |
| 1Y | +14.4% | +4.6% | +9.9% | +12.4% |
| 3Y | +93.7% | +101.6% | -7.9% | +52.2% |
| 5Y | +16.4% | +124.5% | -108.1% | -10.8% |
| 10Y | +101.6% | +317.8% | -216.2% | +27.4% |
| All | +1,083.8% | +1,002.1% | +81.7% | +274.1% |
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