+243.8%
HPQ vs TCOM
-9.8%
+253.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.2% |
| 7D | +9.8% | -4.9% | +14.7% | +10.9% |
| 30D | +22.4% | -14.4% | +36.7% | +26.2% |
| 3M | +45.2% | -17.7% | +62.8% | +50.4% |
| 6M | +96.4% | -25.1% | +121.5% | +107.3% |
| YTD | +65.4% | -45.7% | +111.1% | +85.8% |
| 1Y | +31.6% | -47.9% | +79.4% | +48.9% |
| 3Y | +37.0% | +8.9% | +28.1% | +26.8% |
| 5Y | +53.0% | +26.9% | +26.1% | +27.9% |
| All | +243.8% | -9.8% | +253.6% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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