+18.7%
HPQ vs TDG
-9.4%
+28.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +6.9% | -2.0% | +9.0% | +7.0% |
| 30D | +14.4% | -7.4% | +21.8% | +14.5% |
| 3M | +25.6% | -5.4% | +31.0% | +25.2% |
| 6M | +75.0% | -11.6% | +86.7% | +75.2% |
| YTD | +50.7% | -12.6% | +63.3% | +51.7% |
| 1Y | +18.7% | -9.3% | +28.0% | +17.3% |
| All | +18.7% | -9.4% | +28.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling