+243.8%
HPQ vs TD
+306.3%
-62.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +7.9% |
| 7D | +9.8% | -0.5% | +10.3% | +10.2% |
| 30D | +22.4% | -1.9% | +24.3% | +23.7% |
| 3M | +45.2% | +4.8% | +40.4% | +39.7% |
| 6M | +96.4% | +28.0% | +68.4% | +63.4% |
| YTD | +65.4% | +30.3% | +35.1% | +35.6% |
| 1Y | +31.6% | +59.8% | -28.2% | -6.6% |
| 3Y | +37.0% | +124.7% | -87.7% | -25.5% |
| 5Y | +53.0% | +127.0% | -74.0% | -18.4% |
| All | +243.8% | +306.3% | -62.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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