-86.0%
TMF vs HRB
+205.6%
-291.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.8% |
| 7D | -0.9% | -10.6% | +9.7% | -2.0% |
| 30D | -1.0% | -0.8% | -0.2% | -0.9% |
| 3M | -11.3% | +19.1% | -30.3% | -9.2% |
| 6M | -22.7% | +48.7% | -71.4% | -18.5% |
| YTD | -17.3% | +7.1% | -24.5% | -16.0% |
| 1Y | -22.5% | -8.3% | -14.2% | -22.6% |
| 3Y | -43.2% | +25.8% | -69.1% | -39.7% |
| 5Y | -88.3% | +111.1% | -199.4% | -85.9% |
| 10Y | -86.0% | +206.6% | -292.6% | -80.3% |
| All | -86.0% | +205.6% | -291.6% | -80.3% |
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