+13,606.2%
TSM vs HRB
+1,078.2%
+12,528.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.6% | -12.2% | +14.8% | +6.1% |
| 30D | +1.4% | -3.0% | +4.4% | +1.5% |
| 3M | +5.0% | +21.7% | -16.7% | -2.3% |
| 6M | +24.0% | +52.3% | -28.4% | +6.3% |
| YTD | +41.6% | +6.5% | +35.1% | +33.6% |
| 1Y | +66.2% | -6.7% | +72.8% | +62.0% |
| 3Y | +398.2% | +25.1% | +373.1% | +330.9% |
| 5Y | +277.6% | +113.8% | +163.8% | +168.0% |
| 10Y | +1,783.1% | +204.8% | +1,578.3% | +952.5% |
| All | +13,606.2% | +1,078.2% | +12,528.0% | +2,593.9% |
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