-49.7%
TSLQ vs HRB
+1.1%
-50.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.0% | +16.0% | +12.2% |
| 7D | -5.8% | -5.7% | -0.1% | -5.5% |
| 30D | -22.1% | +7.9% | -30.0% | -22.8% |
| 3M | +10.1% | +32.1% | -22.1% | +8.2% |
| 6M | -6.8% | +62.2% | -69.0% | -4.4% |
| YTD | +8.5% | +16.4% | -7.9% | +6.8% |
| 1Y | -49.7% | -0.3% | -49.5% | -49.0% |
| All | -49.7% | +1.1% | -50.8% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling