+437.3%
HPQ vs TCOM
+2,658.7%
-2,221.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -0.5% | -7.6% | +7.1% | +0.9% |
| 30D | +3.7% | -12.2% | +16.0% | +6.0% |
| 3M | +24.3% | -14.2% | +38.5% | +27.2% |
| 6M | +64.8% | -25.0% | +89.8% | +72.5% |
| YTD | +43.9% | -43.7% | +87.6% | +57.7% |
| 1Y | +11.7% | -44.5% | +56.2% | +22.5% |
| 3Y | +19.7% | +13.4% | +6.2% | +12.4% |
| 5Y | +32.2% | +26.5% | +5.8% | +15.4% |
| 10Y | +198.9% | -10.3% | +209.2% | +164.3% |
| All | +437.3% | +2,658.7% | -2,221.4% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling