+328.6%
TMO vs HRB
+209.1%
+119.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -8.0% | +7.4% | +0.5% |
| 30D | +1.1% | -16.0% | +17.1% | +3.6% |
| 3M | +28.3% | +26.9% | +1.5% | +23.5% |
| 6M | +23.3% | +51.1% | -27.9% | +15.1% |
| YTD | +5.5% | +7.1% | -1.6% | +3.4% |
| 1Y | +24.5% | -9.6% | +34.2% | +25.0% |
| 3Y | +19.6% | +25.4% | -5.8% | +13.6% |
| 5Y | +8.1% | +114.9% | -106.8% | -4.8% |
| All | +328.6% | +209.1% | +119.5% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling