+94.6%
TFC vs XHB
+217.9%
-123.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.3% |
| 7D | -1.3% | -1.9% | +0.6% | +0.1% |
| 30D | -2.3% | -8.3% | +6.0% | +3.7% |
| 3M | +2.5% | -7.1% | +9.6% | +7.0% |
| 6M | +9.5% | -5.3% | +14.7% | +12.0% |
| YTD | +5.1% | -3.2% | +8.2% | +5.3% |
| 1Y | +15.5% | -13.9% | +29.3% | +25.6% |
| 3Y | +95.2% | +24.9% | +70.3% | +54.9% |
| 5Y | +14.5% | +34.5% | -20.0% | -16.2% |
| All | +94.6% | +217.9% | -123.3% | -28.8% |
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