+159.1%
HPQ vs TEL
+707.4%
-548.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.5% |
| 30D | +9.7% | -4.1% | +13.9% | +12.0% |
| 3M | +32.7% | -2.6% | +35.3% | +33.7% |
| 6M | +77.7% | 0.0% | +77.7% | +73.4% |
| YTD | +51.0% | -9.1% | +60.0% | +54.0% |
| 1Y | +18.4% | -0.8% | +19.2% | +14.1% |
| 3Y | +25.6% | +67.4% | -41.8% | -12.1% |
| 5Y | +38.6% | +51.8% | -13.1% | +2.6% |
| 10Y | +226.1% | +299.4% | -73.3% | +41.7% |
| All | +159.1% | +707.4% | -548.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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