+84.7%
TFC vs HWM
+1,636.6%
-1,551.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.1% | -0.3% |
| 7D | +0.3% | +1.6% | -1.3% | -0.7% |
| 30D | +9.2% | -3.9% | +13.1% | +10.2% |
| 3M | -2.9% | -23.2% | +20.3% | +7.7% |
| 6M | +3.5% | -20.0% | +23.5% | +11.9% |
| YTD | +5.4% | +5.7% | -0.3% | -1.3% |
| 1Y | +17.3% | +4.9% | +12.4% | +10.0% |
| 3Y | +96.7% | +347.0% | -250.3% | -13.1% |
| 5Y | -1.1% | +563.0% | -564.1% | -64.3% |
| 10Y | +84.7% | +1,579.2% | -1,494.4% | -55.7% |
| All | +84.7% | +1,636.6% | -1,551.9% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling