-97.2%
TSLQ vs HRB
+41.8%
-139.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -0.9% |
| 7D | -6.6% | -8.0% | +1.4% | -8.0% |
| 30D | -24.3% | -16.0% | -8.3% | -26.5% |
| 3M | -3.6% | +26.9% | -30.5% | +1.8% |
| 6M | -12.0% | +51.1% | -63.1% | -1.0% |
| YTD | +1.4% | +7.1% | -5.7% | +2.1% |
| 1Y | -43.6% | -9.6% | -33.9% | -46.6% |
| 3Y | -95.4% | +25.4% | -120.8% | -94.8% |
| All | -97.2% | +41.8% | -139.0% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling