+226.1%
HPQ vs TMF
-86.2%
+312.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +4.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +9.7% | -1.0% | +10.7% | +9.7% |
| 3M | +32.7% | -11.3% | +44.0% | +31.4% |
| 6M | +77.7% | -22.7% | +100.4% | +73.9% |
| YTD | +51.0% | -17.3% | +68.3% | +48.8% |
| 1Y | +18.4% | -22.5% | +40.9% | +16.1% |
| 3Y | +25.6% | -43.2% | +68.8% | +20.9% |
| 5Y | +38.6% | -88.3% | +126.9% | +7.9% |
| 10Y | +226.1% | -86.0% | +312.2% | +200.0% |
| All | +226.1% | -86.2% | +312.3% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TMF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling