+13,171.6%
TSM vs HRB
+1,238.3%
+11,933.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | -8.1% | +12.5% | +6.7% |
| 30D | -7.0% | +15.0% | -22.0% | -11.0% |
| 3M | -1.8% | +10.2% | -12.0% | -5.8% |
| 6M | +2.7% | +44.2% | -41.5% | -9.8% |
| YTD | +37.1% | +21.0% | +16.1% | +24.0% |
| 1Y | +43.5% | +12.0% | +31.5% | +32.4% |
| 3Y | +341.5% | +24.9% | +316.6% | +281.4% |
| 5Y | +278.9% | +144.6% | +134.3% | +157.7% |
| 10Y | +1,641.8% | +229.4% | +1,412.4% | +851.4% |
| All | +13,171.6% | +1,238.3% | +11,933.3% | +2,400.2% |
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