+309.3%
TEL vs HRB
+209.1%
+100.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | +1.6% | -8.0% | +9.6% | +3.6% |
| 30D | -0.7% | -16.0% | +15.3% | +3.4% |
| 3M | +2.4% | +26.9% | -24.4% | -4.7% |
| 6M | +4.1% | +51.1% | -47.0% | -8.8% |
| YTD | -5.8% | +7.1% | -12.9% | -9.6% |
| 1Y | +0.9% | -9.6% | +10.5% | +1.4% |
| 3Y | +72.6% | +25.4% | +47.2% | +52.6% |
| 5Y | +57.5% | +114.9% | -57.4% | +15.1% |
| All | +309.3% | +209.1% | +100.2% | +147.7% |
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