+687.0%
HPQ vs TD
+7,879.0%
-7,192.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.7% |
| 30D | +14.4% | +0.4% | +14.0% | +14.0% |
| 3M | +25.6% | +7.6% | +18.0% | +20.1% |
| 6M | +75.0% | +25.0% | +50.0% | +53.7% |
| YTD | +50.7% | +31.0% | +19.7% | +28.9% |
| 1Y | +18.7% | +65.2% | -46.5% | -10.5% |
| 3Y | +21.5% | +122.5% | -101.0% | -23.0% |
| 5Y | +31.6% | +124.8% | -93.2% | -17.1% |
| 10Y | +216.1% | +298.2% | -82.2% | +48.6% |
| All | +687.0% | +7,879.0% | -7,192.0% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling