+17.3%
TFC vs PH
+254.3%
-237.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | -3.1% | +5.5% | +4.4% |
| 30D | -1.3% | -3.2% | +1.9% | +0.4% |
| 3M | +6.1% | +10.6% | -4.5% | -1.5% |
| 6M | +7.3% | -2.1% | +9.5% | +7.4% |
| YTD | +8.2% | +10.2% | -2.0% | -0.1% |
| 1Y | +14.4% | +28.2% | -13.8% | -5.0% |
| 3Y | +93.7% | +134.9% | -41.2% | +4.2% |
| All | +17.3% | +254.3% | -237.0% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling