-21.0%
TSLQ vs HRB
+16.9%
-37.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +2.1% | +6.0% |
| 7D | +9.8% | +16.0% | -6.2% | +8.4% |
| 30D | -6.0% | +32.1% | -38.1% | -7.7% |
| 3M | -35.0% | +21.5% | -56.5% | -36.1% |
| 6M | -24.9% | +82.1% | -107.0% | -22.6% |
| YTD | -12.7% | +31.6% | -44.3% | -19.2% |
| 1Y | -21.0% | +15.9% | -36.9% | -24.8% |
| All | -21.0% | +16.9% | -37.9% | -24.8% |
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 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