+1,239.7%
TNA vs HRB
+421.1%
+818.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.7% |
| 7D | -3.6% | -10.6% | +7.0% | +5.7% |
| 30D | -10.1% | -0.8% | -9.2% | -11.9% |
| 3M | +2.7% | +19.1% | -16.4% | -17.0% |
| 6M | +38.4% | +48.7% | -10.3% | -16.8% |
| YTD | +45.4% | +7.1% | +38.3% | +15.8% |
| 1Y | +55.9% | -8.3% | +64.3% | +41.2% |
| 3Y | +109.8% | +25.8% | +84.0% | +31.4% |
| 5Y | -22.5% | +111.1% | -133.6% | -71.9% |
| 10Y | +87.5% | +206.6% | -119.0% | -56.5% |
| All | +1,239.7% | +421.1% | +818.6% | +21.8% |
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