+299.0%
TSEM vs HRB
+140.6%
+158.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -7.2% |
| 7D | +7.0% | -5.1% | +12.0% | +6.1% |
| 30D | -29.8% | +8.7% | -38.4% | -28.7% |
| 3M | -41.9% | -5.4% | -36.5% | -41.9% |
| 6M | -45.8% | +41.6% | -87.3% | -42.8% |
| YTD | +25.1% | +18.7% | +6.4% | +32.8% |
| 1Y | +48.2% | +16.4% | +31.8% | +57.3% |
| 3Y | +476.5% | +22.0% | +454.5% | +499.8% |
| All | +299.0% | +140.6% | +158.4% | +275.3% |
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