+11.3%
TSEM vs HRB
+1,070.5%
-1,059.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.0% | +11.8% | +8.5% |
| 7D | +6.9% | -5.7% | +12.6% | +7.9% |
| 30D | +5.3% | +7.9% | -2.6% | +3.6% |
| 3M | -14.9% | +32.1% | -47.0% | -20.1% |
| 6M | +80.0% | +62.2% | +17.8% | +60.2% |
| YTD | +89.4% | +16.4% | +73.0% | +79.1% |
| 1Y | +253.1% | -0.3% | +253.4% | +243.0% |
| 3Y | +642.1% | +36.0% | +606.1% | +561.6% |
| 5Y | +659.1% | +125.2% | +533.9% | +488.7% |
| 10Y | +1,291.4% | +237.7% | +1,053.7% | +827.4% |
| All | +11.3% | +1,070.5% | -1,059.2% | -56.8% |
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