+51.0%
HPQ vs TKO
+291.2%
-240.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | +2.3% | +7.4% | +9.1% |
| 30D | +22.4% | -2.5% | +24.8% | +22.8% |
| 3M | +45.2% | -10.6% | +55.8% | +48.4% |
| 6M | +96.4% | -5.1% | +101.5% | +97.7% |
| YTD | +65.4% | -8.2% | +73.6% | +67.4% |
| 1Y | +31.6% | -4.4% | +36.0% | +31.7% |
| 3Y | +37.0% | +100.4% | -63.3% | +14.4% |
| All | +51.0% | +291.2% | -240.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling