+21.3%
HPQ vs TFC
+20.8%
+0.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.9% | +4.7% |
| 7D | -7.8% | +5.1% | -12.8% | -9.5% |
| 30D | -4.9% | +9.8% | -14.7% | -8.1% |
| 3M | +4.9% | -2.4% | +7.3% | +5.7% |
| 6M | +47.1% | +4.9% | +42.1% | +45.3% |
| YTD | +39.5% | +6.6% | +33.0% | +34.3% |
| 1Y | +21.3% | +21.3% | 0.0% | -2.1% |
| All | +21.3% | +20.8% | +0.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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