-97.1%
TSLQ vs HRB
+41.1%
-138.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.3% |
| 7D | +5.7% | -12.2% | +17.9% | +3.3% |
| 30D | -21.1% | -3.0% | -18.1% | -21.4% |
| 3M | -11.5% | +21.7% | -33.2% | -7.6% |
| 6M | -14.9% | +52.3% | -67.2% | -4.0% |
| YTD | +2.4% | +6.5% | -4.1% | +3.1% |
| 1Y | -49.8% | -6.7% | -43.1% | -51.7% |
| 3Y | -95.8% | +25.1% | -120.9% | -95.3% |
| All | -97.1% | +41.1% | -138.2% | -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 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