+2,624.8%
TFC vs HRB
+3,493.2%
-868.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | -8.1% | +6.9% | +1.5% |
| 30D | +7.8% | +15.0% | -7.3% | +2.7% |
| 3M | -3.0% | +10.2% | -13.2% | -7.0% |
| 6M | +5.8% | +44.2% | -38.4% | -7.7% |
| YTD | +5.3% | +21.0% | -15.7% | -4.8% |
| 1Y | +15.7% | +12.0% | +3.7% | +7.1% |
| 3Y | +94.8% | +24.9% | +69.9% | +70.1% |
| 5Y | 0.0% | +144.6% | -144.6% | -32.5% |
| 10Y | +79.0% | +229.4% | -150.4% | +2.4% |
| All | +2,624.8% | +3,493.2% | -868.4% | +799.1% |
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