+16.2%
TFC vs PH
+13.5%
+2.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | +4.3% | -2.1% | +0.9% |
| 30D | +10.8% | +0.1% | +10.7% | +10.4% |
| 3M | -3.8% | -9.4% | +5.6% | -0.5% |
| 6M | +9.6% | +8.8% | +0.8% | +3.9% |
| YTD | +5.8% | +9.6% | -3.8% | -0.5% |
| 1Y | +16.2% | +14.4% | +1.7% | +6.3% |
| All | +16.2% | +13.5% | +2.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling