+69.0%
TPG vs HRB
+133.5%
-64.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -9.4% | -8.0% | -1.4% | -7.9% |
| 30D | -5.3% | -16.0% | +10.7% | -2.1% |
| 3M | +12.9% | +26.9% | -13.9% | +7.0% |
| 6M | +20.1% | +51.1% | -31.0% | +8.4% |
| YTD | -22.5% | +7.1% | -29.5% | -24.1% |
| 1Y | -19.7% | -9.6% | -10.1% | -18.3% |
| 3Y | +81.2% | +25.4% | +55.8% | +64.2% |
| All | +69.0% | +133.5% | -64.5% | +36.4% |
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