-22.4%
TYL vs HRB
+145.8%
-168.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.1% |
| 7D | +6.7% | +2.7% | +4.0% | +5.9% |
| 30D | +26.5% | +22.1% | +4.5% | +20.0% |
| 3M | +37.3% | +15.7% | +21.6% | +31.4% |
| 6M | +31.2% | +83.3% | -52.2% | +11.8% |
| YTD | -7.4% | +25.0% | -32.4% | -14.8% |
| 1Y | -9.6% | +6.9% | -16.5% | -14.4% |
| 3Y | +1.9% | +39.0% | -37.1% | -10.3% |
| All | -22.4% | +145.8% | -168.2% | -38.6% |
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