+115.4%
TYL vs HRB
+240.7%
-125.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.2% |
| 7D | -3.7% | -5.7% | +2.0% | -2.6% |
| 30D | +18.7% | +7.9% | +10.8% | +16.6% |
| 3M | +18.1% | +32.1% | -14.0% | +11.5% |
| 6M | -1.1% | +62.2% | -63.4% | -10.5% |
| YTD | -19.8% | +16.4% | -36.2% | -23.2% |
| 1Y | -34.3% | -0.3% | -34.0% | -35.6% |
| 3Y | -8.2% | +36.0% | -44.3% | -15.4% |
| 5Y | -25.4% | +125.2% | -150.6% | -37.0% |
| All | +115.4% | +240.7% | -125.2% | +63.7% |
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 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