+21.3%
HPQ vs TKO
+5.6%
+15.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.5% | +5.4% |
| 7D | -7.8% | +11.3% | -19.0% | -9.0% |
| 30D | -4.9% | +9.3% | -14.2% | -5.9% |
| 3M | +4.9% | +5.3% | -0.4% | +3.8% |
| 6M | +47.1% | +4.9% | +42.2% | +46.6% |
| YTD | +39.5% | -6.3% | +45.8% | +41.2% |
| 1Y | +21.3% | +4.9% | +16.4% | +20.7% |
| All | +21.3% | +5.6% | +15.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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