-26.5%
TSEM vs HRB
+1,093.1%
-1,119.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.7% |
| 7D | +7.0% | -5.1% | +12.0% | +7.8% |
| 30D | -29.8% | +8.7% | -38.4% | -31.1% |
| 3M | -41.9% | -5.4% | -36.5% | -41.9% |
| 6M | -45.8% | +41.6% | -87.3% | -50.2% |
| YTD | +25.1% | +18.7% | +6.4% | +17.0% |
| 1Y | +48.2% | +16.4% | +31.8% | +39.1% |
| 3Y | +476.5% | +22.0% | +454.5% | +423.4% |
| 5Y | +301.4% | +141.2% | +160.2% | +205.2% |
| 10Y | +812.9% | +223.1% | +589.8% | +510.5% |
| All | -26.5% | +1,093.1% | -1,119.6% | -71.8% |
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