+10.7%
HPQ vs TLN
+710.8%
-700.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +1.8% |
| 7D | +3.2% | +11.0% | -7.9% | +2.4% |
| 30D | -3.6% | +4.9% | -8.5% | -4.1% |
| 3M | -5.3% | +4.9% | -10.2% | -6.0% |
| 6M | +41.1% | +7.1% | +34.0% | +38.9% |
| YTD | +36.9% | +0.3% | +36.6% | +34.7% |
| 1Y | +23.5% | +5.9% | +17.6% | +20.3% |
| 3Y | +19.6% | +578.5% | -558.9% | -14.0% |
| All | +10.7% | +710.8% | -700.1% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling