+213.9%
HPQ vs TFC
+97.8%
+116.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.9% |
| 30D | +9.7% | -2.3% | +12.1% | +11.0% |
| 3M | +32.7% | +2.5% | +30.3% | +30.9% |
| 6M | +77.7% | +9.5% | +68.2% | +68.8% |
| YTD | +51.0% | +5.1% | +45.9% | +46.0% |
| 1Y | +18.4% | +15.5% | +2.9% | +9.2% |
| 3Y | +25.6% | +95.2% | -69.6% | -12.2% |
| 5Y | +38.6% | +14.5% | +24.2% | +22.9% |
| All | +213.9% | +97.8% | +116.1% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling