+19.7%
HPQ vs TMF
-42.4%
+62.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | +3.7% | -1.8% | +5.6% | +3.8% |
| 3M | +24.3% | -8.2% | +32.6% | +24.6% |
| 6M | +64.8% | -19.5% | +84.3% | +65.6% |
| YTD | +43.9% | -16.0% | +59.9% | +44.5% |
| 1Y | +11.7% | -22.5% | +34.1% | +12.3% |
| 3Y | +19.7% | -42.3% | +61.9% | +16.5% |
| All | +19.7% | -42.4% | +62.0% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling