+217.2%
HPQ vs TFC
+98.5%
+118.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +3.5% | -2.5% | +6.0% | +4.8% |
| 30D | +13.7% | -2.8% | +16.5% | +15.3% |
| 3M | +33.9% | +2.1% | +31.7% | +32.2% |
| 6M | +80.9% | +10.1% | +70.8% | +71.3% |
| YTD | +52.6% | +5.4% | +47.1% | +47.2% |
| 1Y | +21.2% | +16.3% | +4.9% | +11.4% |
| 3Y | +26.9% | +95.9% | -69.0% | -11.4% |
| 5Y | +41.1% | +16.0% | +25.2% | +24.3% |
| All | +217.2% | +98.5% | +118.7% | +103.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling