+570.0%
TLN vs HRB
+66.8%
+503.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.6% |
| 7D | +2.0% | -12.2% | +14.1% | +0.4% |
| 30D | -12.9% | -3.0% | -10.0% | -13.1% |
| 3M | -7.4% | +21.7% | -29.2% | -4.6% |
| 6M | -6.0% | +52.3% | -58.4% | -1.1% |
| YTD | -16.9% | +6.5% | -23.4% | -13.3% |
| 1Y | -22.6% | -6.7% | -16.0% | -19.6% |
| 3Y | +469.0% | +25.1% | +443.9% | +469.9% |
| All | +570.0% | +66.8% | +503.2% | +577.1% |
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 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