+95.3%
TFC vs HRB
+207.5%
-112.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.5% | -12.2% | +9.7% | +1.7% |
| 30D | -2.8% | -3.0% | +0.1% | -2.6% |
| 3M | +2.1% | +21.7% | -19.6% | -5.7% |
| 6M | +10.1% | +52.3% | -42.2% | -7.9% |
| YTD | +5.4% | +6.5% | -1.1% | 0.0% |
| 1Y | +16.3% | -6.7% | +23.0% | +15.5% |
| 3Y | +95.9% | +25.1% | +70.7% | +68.3% |
| 5Y | +16.0% | +113.8% | -97.8% | -23.2% |
| All | +95.3% | +207.5% | -112.2% | +3.0% |
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