-69.0%
TMF vs HRB
+529.5%
-598.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -1.0% |
| 7D | +1.2% | +2.7% | -1.5% | +1.8% |
| 30D | +19.7% | +22.1% | -2.3% | +24.6% |
| 3M | -2.1% | +15.7% | -17.8% | +1.0% |
| 6M | -13.4% | +83.3% | -96.8% | -0.6% |
| YTD | -16.7% | +25.0% | -41.8% | -11.7% |
| 1Y | -23.3% | +6.9% | -30.3% | -21.4% |
| 3Y | -24.8% | +39.0% | -63.9% | -16.7% |
| 5Y | -88.0% | +146.4% | -234.4% | -84.0% |
| 10Y | -84.7% | +254.4% | -339.2% | -73.4% |
| All | -69.0% | +529.5% | -598.5% | -15.1% |
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 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