+11.6%
TSN vs HRB
+221.6%
-210.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.4% | -5.1% | +3.6% | -0.6% |
| 30D | +8.5% | +8.7% | -0.2% | +6.9% |
| 3M | +5.3% | -5.4% | +10.7% | +6.0% |
| 6M | -10.5% | +41.6% | -52.1% | -16.6% |
| YTD | +3.0% | +18.7% | -15.7% | -1.6% |
| 1Y | +12.1% | +16.4% | -4.3% | +7.4% |
| 3Y | +43.1% | +22.0% | +21.1% | +33.9% |
| 5Y | -15.1% | +141.2% | -156.3% | -32.8% |
| All | +11.6% | +221.6% | -210.0% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling