+95.3%
TFC vs XHB
+210.4%
-115.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.0% |
| 7D | -2.5% | -5.2% | +2.8% | +1.3% |
| 30D | -2.8% | -12.1% | +9.3% | +6.3% |
| 3M | +2.1% | -6.2% | +8.4% | +5.9% |
| 6M | +10.1% | -6.7% | +16.8% | +13.8% |
| YTD | +5.4% | -5.5% | +10.9% | +7.4% |
| 1Y | +16.3% | -15.6% | +32.0% | +28.4% |
| 3Y | +95.9% | +22.0% | +73.9% | +58.1% |
| 5Y | +16.0% | +31.8% | -15.8% | -13.9% |
| All | +95.3% | +210.4% | -115.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XHB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling