+617.0%
TSEM vs HRB
+109.9%
+507.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -4.0% |
| 7D | +0.9% | -12.2% | +13.1% | -0.6% |
| 30D | -16.6% | -3.0% | -13.7% | -16.8% |
| 3M | -10.9% | +21.7% | -32.6% | -8.2% |
| 6M | +78.0% | +52.3% | +25.7% | +85.1% |
| YTD | +77.2% | +6.5% | +70.7% | +84.2% |
| 1Y | +207.6% | -6.7% | +214.2% | +219.7% |
| 3Y | +637.8% | +25.1% | +612.7% | +648.1% |
| 5Y | +617.0% | +113.8% | +503.2% | +582.9% |
| All | +617.0% | +109.9% | +507.1% | +582.9% |
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