+89.3%
TXT vs HRB
+226.2%
-137.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -1.1% | -7.8% | +6.7% | +1.6% |
| 30D | +13.3% | +15.7% | -2.5% | +7.6% |
| 3M | -5.1% | -5.5% | +0.4% | -3.9% |
| 6M | -7.1% | +41.1% | -48.3% | -19.4% |
| YTD | -3.2% | +20.4% | -23.6% | -12.7% |
| 1Y | +2.3% | +15.2% | -12.9% | -6.2% |
| 3Y | +11.1% | +24.3% | -13.2% | -4.6% |
| 5Y | +10.0% | +144.7% | -134.7% | -32.8% |
| All | +89.3% | +226.2% | -137.0% | -5.2% |
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 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