+290.7%
TSM vs HRB
+112.6%
+178.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.8% | +2.5% |
| 7D | +6.0% | -9.1% | +15.1% | +6.2% |
| 30D | +4.5% | +0.3% | +4.3% | +4.4% |
| 3M | +3.1% | +23.4% | -20.3% | +2.0% |
| 6M | +30.2% | +45.1% | -14.9% | +27.0% |
| YTD | +45.2% | +8.9% | +36.3% | +46.8% |
| 1Y | +79.6% | -7.9% | +87.5% | +85.7% |
| 3Y | +411.0% | +27.9% | +383.1% | +378.1% |
| 5Y | +290.7% | +108.3% | +182.4% | +221.6% |
| All | +290.7% | +112.6% | +178.1% | +221.6% |
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