+124.3%
TDG vs HRB
+114.1%
+10.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.9% | -8.0% | +6.2% | -0.3% |
| 30D | -7.7% | -16.0% | +8.3% | -4.6% |
| 3M | -9.3% | +26.9% | -36.2% | -14.5% |
| 6M | -9.4% | +51.1% | -60.5% | -18.8% |
| YTD | -14.3% | +7.1% | -21.3% | -15.9% |
| 1Y | -11.8% | -9.6% | -2.2% | -9.6% |
| 3Y | +52.0% | +25.4% | +26.6% | +36.7% |
| All | +124.3% | +114.1% | +10.2% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling