+41.1%
HPQ vs TD
+122.4%
-81.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.5% | -2.6% | +6.1% | +4.9% |
| 30D | +13.7% | -1.0% | +14.7% | +14.1% |
| 3M | +33.9% | +5.6% | +28.2% | +29.0% |
| 6M | +80.9% | +27.1% | +53.8% | +55.5% |
| YTD | +52.6% | +29.4% | +23.2% | +29.4% |
| 1Y | +21.2% | +60.7% | -39.4% | -10.0% |
| 3Y | +26.9% | +127.6% | -100.7% | -26.0% |
| 5Y | +41.1% | +125.4% | -84.3% | -23.9% |
| All | +41.1% | +122.4% | -81.3% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling