+20.0%
HPQ vs TLN
-21.1%
+41.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.9% |
| 7D | +2.2% | +5.8% | -3.6% | +2.3% |
| 30D | +9.7% | -6.9% | +16.6% | +9.6% |
| 3M | +32.7% | -10.9% | +43.6% | +32.5% |
| 6M | +77.7% | -4.6% | +82.3% | +76.8% |
| YTD | +51.0% | -14.7% | +65.7% | +51.1% |
| All | +20.0% | -21.1% | +41.1% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling