+80.9%
TFC vs PH
+737.8%
-657.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +1.7% | +2.1% | -0.4% | +0.1% |
| 30D | +9.0% | +0.3% | +8.7% | +8.0% |
| 3M | -2.1% | -8.8% | +6.7% | +3.1% |
| 6M | +3.4% | +10.0% | -6.7% | -5.0% |
| YTD | +5.3% | +10.5% | -5.2% | -4.2% |
| 1Y | +16.2% | +15.5% | +0.6% | +2.4% |
| 3Y | +94.8% | +136.4% | -41.6% | +1.4% |
| 5Y | -0.7% | +213.6% | -214.3% | -58.4% |
| 10Y | +80.9% | +713.9% | -633.0% | -60.0% |
| All | +80.9% | +737.8% | -657.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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