+23.4%
HPQ vs TLN
+571.8%
-548.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.3% |
| 7D | +3.5% | +2.0% | +1.5% | +3.3% |
| 30D | +13.7% | -12.9% | +26.6% | +14.9% |
| 3M | +33.9% | -7.4% | +41.3% | +33.8% |
| 6M | +80.9% | -6.0% | +87.0% | +79.6% |
| YTD | +52.6% | -16.9% | +69.5% | +53.0% |
| 1Y | +21.2% | -22.6% | +43.9% | +22.5% |
| 3Y | +26.9% | +469.0% | -442.1% | -7.2% |
| All | +23.4% | +571.8% | -548.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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