-11.5%
TCOM vs HRB
+209.1%
-220.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -4.9% | -8.0% | +3.1% | -3.5% |
| 30D | -14.4% | -16.0% | +1.6% | -11.7% |
| 3M | -17.7% | +26.9% | -44.5% | -21.8% |
| 6M | -25.1% | +51.1% | -76.2% | -31.9% |
| YTD | -45.7% | +7.1% | -52.8% | -47.1% |
| 1Y | -47.9% | -9.6% | -38.2% | -47.5% |
| 3Y | +8.9% | +25.4% | -16.5% | 0.0% |
| 5Y | +26.9% | +114.9% | -88.1% | -0.5% |
| All | -11.5% | +209.1% | -220.7% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling