+668.0%
TSEM vs HRB
+25.9%
+642.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.9% |
| 7D | +4.7% | -10.6% | +15.3% | +2.1% |
| 30D | -14.2% | -0.8% | -13.4% | -14.1% |
| 3M | -5.0% | +19.1% | -24.1% | +0.7% |
| 6M | +87.6% | +48.7% | +38.9% | +104.8% |
| YTD | +84.4% | +7.1% | +77.3% | +97.5% |
| 1Y | +235.4% | -8.3% | +243.7% | +255.8% |
| All | +668.0% | +25.9% | +642.0% | +709.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling