-47.2%
TSLL vs HRB
+44.4%
-91.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | +33.0% | -7.8% | +40.7% | +34.8% |
| 30D | +7.7% | +15.7% | -8.0% | +3.5% |
| 3M | +34.7% | -5.5% | +40.2% | +35.7% |
| 6M | -31.5% | +41.1% | -72.7% | -39.8% |
| YTD | -42.4% | +20.4% | -62.7% | -45.8% |
| 1Y | -39.7% | +15.2% | -54.9% | -42.4% |
| 3Y | +3.4% | +24.3% | -20.9% | -10.9% |
| All | -47.2% | +44.4% | -91.6% | -58.2% |
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