+12.0%
TXT vs HRB
+108.2%
-96.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.7% |
| 7D | -0.2% | -9.1% | +8.8% | +1.3% |
| 30D | -11.1% | +0.3% | -11.3% | -11.4% |
| 3M | -13.0% | +23.4% | -36.4% | -16.9% |
| 6M | -16.2% | +45.1% | -61.3% | -23.1% |
| YTD | -8.7% | +8.9% | -17.6% | -10.1% |
| 1Y | -3.8% | -7.9% | +4.1% | -1.1% |
| 3Y | +5.5% | +27.9% | -22.4% | -3.3% |
| All | +12.0% | +108.2% | -96.2% | -10.9% |
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 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