+495.0%
TLN vs HRB
+28.7%
+466.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.2% | +1.9% |
| 7D | +10.9% | -9.1% | +20.0% | +9.6% |
| 30D | -6.3% | +0.3% | -6.6% | -6.0% |
| 3M | -10.7% | +23.4% | -34.1% | -7.4% |
| 6M | +1.6% | +45.1% | -43.5% | +7.8% |
| YTD | -13.1% | +8.9% | -22.0% | -8.9% |
| 1Y | -15.1% | -7.9% | -7.1% | -11.5% |
| 3Y | +495.0% | +27.9% | +467.1% | +502.0% |
| All | +495.0% | +28.7% | +466.3% | +502.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling