+1,057.4%
TFC vs HIG
+995.0%
+62.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +2.3% | +2.6% | -0.3% | +1.4% |
| 30D | +10.8% | +4.2% | +6.6% | +9.3% |
| 3M | -3.8% | +0.2% | -4.0% | -3.9% |
| 6M | +9.6% | +4.6% | +5.0% | +7.6% |
| YTD | +5.8% | +1.1% | +4.7% | +5.1% |
| 1Y | +16.2% | +4.7% | +11.5% | +14.0% |
| 3Y | +96.0% | +95.5% | +0.5% | +55.4% |
| 5Y | +1.7% | +111.7% | -110.0% | -20.6% |
| 10Y | +79.9% | +263.4% | -183.6% | +18.4% |
| All | +1,057.4% | +995.0% | +62.4% | +266.4% |
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