-23.0%
TNA vs HRB
+114.1%
-137.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -7.3% | -8.0% | +0.8% | -3.7% |
| 30D | -14.2% | -16.0% | +1.8% | -7.3% |
| 3M | -4.6% | +26.9% | -31.4% | -17.4% |
| 6M | +36.9% | +51.1% | -14.2% | +2.2% |
| YTD | +42.5% | +7.1% | +35.5% | +33.4% |
| 1Y | +45.8% | -9.6% | +55.4% | +52.6% |
| 3Y | +104.7% | +25.4% | +79.2% | +54.2% |
| All | -23.0% | +114.1% | -137.1% | -58.6% |
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 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