-87.4%
TMF vs HRB
+126.2%
-213.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.5% |
| 7D | -1.4% | -5.7% | +4.2% | -1.2% |
| 30D | -2.8% | +7.9% | -10.7% | -3.2% |
| 3M | -10.9% | +32.1% | -43.0% | -12.0% |
| 6M | -21.3% | +62.2% | -83.6% | -23.2% |
| YTD | -15.9% | +16.4% | -32.3% | -15.8% |
| 1Y | -15.7% | -0.3% | -15.5% | -14.7% |
| 3Y | -43.4% | +36.0% | -79.4% | -42.6% |
| All | -87.4% | +126.2% | -213.7% | -86.3% |
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 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