-68.9%
TMF vs HRB
+509.1%
-578.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | -0.6% |
| 7D | +0.6% | -2.4% | +3.0% | +0.1% |
| 30D | +16.3% | +15.7% | +0.6% | +19.7% |
| 3M | -2.7% | +11.4% | -14.1% | -0.3% |
| 6M | -13.2% | +40.7% | -53.9% | -6.2% |
| YTD | -16.7% | +21.0% | -37.6% | -12.2% |
| 1Y | -22.7% | +7.2% | -30.0% | -20.6% |
| 3Y | -26.1% | +29.2% | -55.2% | -19.6% |
| 5Y | -88.4% | +142.3% | -230.8% | -84.6% |
| 10Y | -81.8% | +253.1% | -334.9% | -68.1% |
| All | -68.9% | +509.1% | -578.1% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling