-39.0%
TCOM vs HRB
+16.9%
-55.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.8% |
| 7D | +10.7% | +16.0% | -5.4% | +9.5% |
| 30D | +10.1% | +32.1% | -22.0% | +8.1% |
| 3M | -8.9% | +21.5% | -30.4% | -10.1% |
| 6M | -19.2% | +82.1% | -101.2% | -22.1% |
| YTD | -40.6% | +31.6% | -72.2% | -38.8% |
| 1Y | -39.0% | +15.9% | -54.9% | -37.5% |
| All | -39.0% | +16.9% | -55.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling