+98.8%
TFC vs HWM
+1,494.1%
-1,395.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +2.4% | -2.1% | +4.5% | +3.2% |
| 30D | -1.3% | -11.0% | +9.7% | +3.8% |
| 3M | +6.1% | +4.0% | +2.0% | +3.2% |
| 6M | +7.3% | -0.2% | +7.6% | +5.7% |
| YTD | +8.2% | +26.7% | -18.5% | -5.4% |
| 1Y | +14.4% | +44.7% | -30.3% | -6.6% |
| 3Y | +93.7% | +426.1% | -332.4% | -19.1% |
| 5Y | +16.4% | +738.5% | -722.1% | -61.8% |
| All | +98.8% | +1,494.1% | -1,395.3% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling