+21.3%
HPQ vs TEM
-11.1%
+32.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.8% | +8.7% | +6.0% |
| 7D | -7.8% | -1.3% | -6.5% | -7.7% |
| 30D | -4.9% | -9.5% | +4.6% | -4.3% |
| 3M | +4.9% | +60.7% | -55.8% | -0.4% |
| 6M | +47.1% | +35.5% | +11.6% | +41.7% |
| YTD | +39.5% | +28.0% | +11.5% | +33.2% |
| 1Y | +21.3% | -10.5% | +31.8% | +25.7% |
| All | +21.3% | -11.1% | +32.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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