-97.2%
TSLQ vs HRB
+41.9%
-139.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.1% |
| 7D | -8.0% | -10.6% | +2.6% | -9.8% |
| 30D | -23.8% | -0.8% | -23.0% | -23.7% |
| 3M | -7.0% | +19.1% | -26.1% | -3.4% |
| 6M | -17.1% | +48.7% | -65.8% | -7.3% |
| YTD | +0.1% | +7.1% | -7.0% | +0.8% |
| 1Y | -51.2% | -8.3% | -42.9% | -53.5% |
| 3Y | -95.9% | +25.8% | -121.8% | -95.4% |
| All | -97.2% | +41.9% | -139.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling