+2,637.6%
TFC vs HRB
+3,424.8%
-787.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +2.3% | -5.1% | +7.3% | +3.9% |
| 30D | +10.8% | +8.7% | +2.1% | +7.7% |
| 3M | -3.8% | -5.4% | +1.6% | -2.6% |
| 6M | +9.6% | +41.6% | -32.0% | -3.9% |
| YTD | +5.8% | +18.7% | -12.9% | -3.8% |
| 1Y | +16.2% | +16.4% | -0.3% | +6.2% |
| 3Y | +96.0% | +22.0% | +74.0% | +72.5% |
| 5Y | +1.7% | +141.2% | -139.5% | -31.1% |
| 10Y | +79.9% | +223.1% | -143.3% | +3.5% |
| All | +2,637.6% | +3,424.8% | -787.2% | +808.8% |
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