+193.9%
TFC vs XHB
+173.9%
+20.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | +2.4% | -1.3% | +3.7% | +3.4% |
| 30D | -1.3% | -6.9% | +5.6% | +3.6% |
| 3M | +6.1% | -1.3% | +7.3% | +6.0% |
| 6M | +7.3% | -6.8% | +14.1% | +11.2% |
| YTD | +8.2% | +0.7% | +7.5% | +5.5% |
| 1Y | +14.4% | -11.2% | +25.7% | +21.7% |
| 3Y | +93.7% | +25.3% | +68.4% | +56.2% |
| 5Y | +16.4% | +37.3% | -20.9% | -14.3% |
| 10Y | +101.6% | +211.5% | -110.0% | -20.1% |
| All | +193.9% | +173.9% | +20.0% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling