+94.5%
TFC vs HWM
+1,323.5%
-1,229.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.7% | +8.6% | +2.7% |
| 7D | +2.2% | -9.2% | +11.4% | +6.5% |
| 30D | -2.5% | -17.9% | +15.4% | +6.0% |
| 3M | +4.5% | -6.0% | +10.6% | +6.3% |
| 6M | +11.0% | -7.4% | +18.3% | +12.7% |
| YTD | +5.9% | +13.1% | -7.2% | -2.8% |
| 1Y | +14.6% | +29.3% | -14.7% | -1.8% |
| 3Y | +96.7% | +389.9% | -293.2% | -15.6% |
| 5Y | +15.6% | +655.5% | -640.0% | -60.3% |
| All | +94.5% | +1,323.5% | -1,229.0% | -53.7% |
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