+14.6%
TFC vs HWM
+30.1%
-15.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.7% | +8.6% | -0.4% |
| 7D | +2.2% | -9.2% | +11.4% | +3.8% |
| 30D | -2.5% | -17.9% | +15.4% | +0.6% |
| 3M | +4.5% | -6.0% | +10.6% | +5.2% |
| 6M | +11.0% | -7.4% | +18.3% | +11.0% |
| YTD | +5.9% | +13.1% | -7.2% | +3.0% |
| 1Y | +14.6% | +29.3% | -14.7% | +8.8% |
| All | +14.6% | +30.1% | -15.6% | +8.8% |
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