+2,700.2%
TFC vs HRB
+3,357.9%
-657.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | +2.4% | -5.7% | +8.1% | +4.3% |
| 30D | -1.3% | +7.9% | -9.2% | -4.4% |
| 3M | +6.1% | +32.1% | -26.1% | -4.3% |
| 6M | +7.3% | +62.2% | -54.9% | -11.2% |
| YTD | +8.2% | +16.4% | -8.2% | -0.6% |
| 1Y | +14.4% | -0.3% | +14.7% | +10.3% |
| 3Y | +93.7% | +36.0% | +57.7% | +64.7% |
| 5Y | +16.4% | +125.2% | -108.8% | -19.1% |
| 10Y | +101.6% | +237.7% | -136.1% | +14.7% |
| All | +2,700.2% | +3,357.9% | -657.7% | +839.1% |
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