+15.8%
HPQ vs TLN
+553.7%
-538.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.4% |
| 30D | -5.9% | -4.6% | -1.3% | -5.7% |
| 3M | -3.7% | +5.2% | -8.9% | -4.6% |
| 6M | +28.1% | -6.5% | +34.6% | +27.7% |
| YTD | +32.5% | -3.6% | +36.1% | +30.8% |
| 1Y | +18.1% | -8.2% | +26.3% | +17.1% |
| All | +15.8% | +553.7% | -538.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling