+8.1%
TCOM vs HRB
+25.2%
-17.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.5% | -12.2% | +5.7% | -5.7% |
| 30D | -16.2% | -3.0% | -13.3% | -16.1% |
| 3M | -19.3% | +21.7% | -41.0% | -20.6% |
| 6M | -27.2% | +52.3% | -79.5% | -29.7% |
| YTD | -46.2% | +6.5% | -52.7% | -46.2% |
| 1Y | -46.6% | -6.7% | -39.9% | -46.3% |
| All | +8.1% | +25.2% | -17.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling