+286.6%
HPQ vs TDG
+13,008.0%
-12,721.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.9% |
| 7D | +9.8% | -1.9% | +11.6% | +10.6% |
| 30D | +22.4% | -7.7% | +30.1% | +26.4% |
| 3M | +45.2% | -9.3% | +54.5% | +50.2% |
| 6M | +96.4% | -9.4% | +105.8% | +101.3% |
| YTD | +65.4% | -14.3% | +79.6% | +72.9% |
| 1Y | +31.6% | -11.8% | +43.4% | +35.6% |
| 3Y | +37.0% | +52.0% | -14.9% | +9.7% |
| 5Y | +53.0% | +128.8% | -75.8% | +1.9% |
| 10Y | +257.2% | +543.8% | -286.6% | +50.6% |
| All | +286.6% | +13,008.0% | -12,721.4% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling