+8.7%
HPQ vs TMF
-88.0%
+96.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | -11.7% | +19.7% | -31.5% | -11.9% |
| 3M | +2.0% | -2.1% | +4.1% | +1.9% |
| 6M | +35.9% | -13.4% | +49.3% | +35.8% |
| YTD | +32.7% | -16.7% | +49.4% | +32.6% |
| 1Y | +14.3% | -23.3% | +37.6% | +14.2% |
| 3Y | +17.8% | -24.8% | +42.7% | +17.7% |
| All | +8.7% | -88.0% | +96.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling