+10.2%
HPQ vs TEM
+47.5%
-37.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.4% |
| 7D | +9.8% | -8.7% | +18.4% | +10.6% |
| 30D | +22.4% | +8.1% | +14.3% | +21.0% |
| 3M | +45.2% | +19.0% | +26.2% | +41.6% |
| 6M | +96.4% | +12.0% | +84.4% | +91.8% |
| YTD | +65.4% | -0.1% | +65.5% | +62.7% |
| 1Y | +31.6% | -33.5% | +65.1% | +33.7% |
| All | +10.2% | +47.5% | -37.3% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling