+69.2%
TSM vs HRB
-6.2%
+75.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.3% |
| 7D | +1.0% | -8.0% | +9.0% | -0.9% |
| 30D | +1.0% | -16.0% | +16.9% | -2.9% |
| 3M | +2.9% | +26.9% | -24.0% | +10.4% |
| 6M | +22.8% | +51.1% | -28.3% | +36.6% |
| YTD | +43.3% | +7.1% | +36.2% | +45.7% |
| 1Y | +69.2% | -9.6% | +78.8% | +63.4% |
| All | +69.2% | -6.2% | +75.4% | +63.4% |
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