-88.0%
TMF vs HRB
+145.8%
-233.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +1.0% |
| 30D | +19.7% | +22.1% | -2.3% | +18.3% |
| 3M | -2.1% | +15.7% | -17.8% | -3.1% |
| 6M | -13.4% | +83.3% | -96.8% | -16.8% |
| YTD | -16.7% | +25.0% | -41.8% | -17.3% |
| 1Y | -23.3% | +6.9% | -30.3% | -22.8% |
| 3Y | -24.8% | +39.0% | -63.9% | -24.8% |
| All | -88.0% | +145.8% | -233.8% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling