-24.8%
TYL vs HRB
+126.2%
-151.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.0% |
| 7D | -3.7% | -5.7% | +2.0% | -2.2% |
| 30D | +18.7% | +7.9% | +10.8% | +16.0% |
| 3M | +18.1% | +32.1% | -14.0% | +9.6% |
| 6M | -1.1% | +62.2% | -63.4% | -12.8% |
| YTD | -19.8% | +16.4% | -36.2% | -24.7% |
| 1Y | -34.3% | -0.3% | -34.0% | -36.6% |
| 3Y | -8.2% | +36.0% | -44.3% | -18.0% |
| All | -24.8% | +126.2% | -151.0% | -37.9% |
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