+75.7%
TFC vs XHB
+237.3%
-161.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +10.8% | +9.9% | +0.9% | +3.3% |
| 3M | -3.8% | -6.3% | +2.5% | +0.2% |
| 6M | +9.6% | +3.8% | +5.7% | +4.8% |
| YTD | +5.8% | +0.1% | +5.6% | +3.0% |
| 1Y | +16.2% | -0.8% | +17.0% | +13.6% |
| 3Y | +96.0% | +35.6% | +60.4% | +45.5% |
| 5Y | +1.7% | +29.6% | -27.9% | -23.2% |
| All | +75.7% | +237.3% | -161.7% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling