+407.0%
TSM vs HRB
+25.9%
+381.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.0% |
| 7D | +4.8% | -10.6% | +15.4% | +3.5% |
| 30D | +4.0% | -0.8% | +4.9% | +4.1% |
| 3M | +2.0% | +19.1% | -17.1% | +4.5% |
| 6M | +25.5% | +48.7% | -23.2% | +30.6% |
| YTD | +44.0% | +7.1% | +36.9% | +50.2% |
| 1Y | +75.4% | -8.3% | +83.8% | +83.7% |
| All | +407.0% | +25.9% | +381.0% | +380.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling