+1,877.1%
TCOM vs HRB
+307.7%
+1,569.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.3% |
| 7D | -9.5% | -5.7% | -3.9% | -7.9% |
| 30D | -10.7% | +7.9% | -18.6% | -13.4% |
| 3M | -14.6% | +32.1% | -46.8% | -22.7% |
| 6M | -19.3% | +62.2% | -81.6% | -32.7% |
| YTD | -42.9% | +16.4% | -59.3% | -47.2% |
| 1Y | -43.8% | -0.3% | -43.5% | -45.5% |
| 3Y | +2.1% | +36.0% | -33.9% | -13.7% |
| 5Y | +31.2% | +125.2% | -94.0% | -11.3% |
| 10Y | -13.9% | +237.7% | -251.6% | -56.5% |
| All | +1,877.1% | +307.7% | +1,569.3% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling