+38.5%
HPQ vs TMF
-87.6%
+126.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +6.9% | -1.4% | +8.4% | +6.9% |
| 30D | +14.4% | -2.8% | +17.3% | +14.4% |
| 3M | +25.6% | -10.9% | +36.5% | +25.6% |
| 6M | +75.0% | -21.3% | +96.4% | +74.8% |
| YTD | +50.7% | -15.9% | +66.6% | +50.6% |
| 1Y | +18.7% | -15.7% | +34.4% | +18.5% |
| 3Y | +21.5% | -43.4% | +64.9% | +20.6% |
| All | +38.5% | -87.6% | +126.1% | +27.8% |
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