-22.5%
TMF vs HRB
-5.9%
-16.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.2% |
| 7D | +1.0% | -9.1% | +10.0% | +0.8% |
| 30D | -1.8% | +0.3% | -2.1% | -1.7% |
| 3M | -8.2% | +23.4% | -31.6% | -7.4% |
| 6M | -19.5% | +45.1% | -64.6% | -18.0% |
| YTD | -16.0% | +8.9% | -24.8% | -10.7% |
| 1Y | -22.5% | -7.9% | -14.6% | -14.1% |
| All | -22.5% | -5.9% | -16.6% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling