+90.0%
TFC vs HWM
+1,166.3%
-1,076.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -2.0% |
| 7D | +1.2% | +3.4% | -2.2% | -0.7% |
| 30D | +8.3% | -7.5% | +15.9% | +11.2% |
| 3M | -5.2% | -28.9% | +23.7% | +8.9% |
| 6M | -0.8% | -19.6% | +18.8% | +6.7% |
| YTD | +3.4% | +0.6% | +2.8% | -0.9% |
| 1Y | +17.0% | +0.3% | +16.7% | +12.0% |
| 3Y | +86.2% | +326.1% | -240.0% | -15.7% |
| 5Y | -2.3% | +525.2% | -527.5% | -63.7% |
| 10Y | +93.9% | +1,492.9% | -1,399.0% | -52.3% |
| All | +90.0% | +1,166.3% | -1,076.2% | -52.8% |
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 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