+127.9%
TT vs HRB
+145.8%
-17.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.6% |
| 7D | -2.0% | +2.7% | -4.7% | -2.2% |
| 30D | -14.0% | +22.1% | -36.1% | -15.4% |
| 3M | -15.9% | +15.7% | -31.6% | -17.1% |
| 6M | -17.3% | +83.3% | -100.7% | -23.2% |
| YTD | +4.0% | +25.0% | -21.1% | +3.2% |
| 1Y | -7.1% | +6.9% | -14.1% | -4.8% |
| 3Y | +90.2% | +39.0% | +51.2% | +75.9% |
| All | +127.9% | +145.8% | -17.9% | +83.7% |
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