+21.3%
TFC vs HWM
+5.4%
+15.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.2% | +3.5% |
| 7D | +5.1% | +9.4% | -4.4% | +3.6% |
| 30D | +9.8% | -7.0% | +16.8% | +10.6% |
| 3M | -2.4% | -25.9% | +23.4% | +1.6% |
| 6M | +4.9% | -10.8% | +15.7% | +5.6% |
| YTD | +6.6% | +4.3% | +2.2% | +5.5% |
| 1Y | +21.3% | +4.4% | +16.9% | +21.4% |
| All | +21.3% | +5.4% | +15.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling