+180.3%
HPQ vs TMF
-69.2%
+249.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.0% |
| 30D | -11.7% | +19.7% | -31.5% | -9.5% |
| 3M | +2.0% | -2.1% | +4.1% | +1.7% |
| 6M | +35.9% | -13.4% | +49.3% | +33.1% |
| YTD | +32.7% | -16.7% | +49.4% | +29.5% |
| 1Y | +14.3% | -23.3% | +37.6% | +10.2% |
| 3Y | +17.8% | -24.8% | +42.7% | +16.0% |
| 5Y | +7.6% | -88.0% | +95.6% | -21.4% |
| 10Y | +171.7% | -84.7% | +256.4% | +130.2% |
| All | +180.3% | -69.2% | +249.4% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling