+243.8%
HPQ vs TNA
+86.1%
+157.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.1% |
| 7D | +9.8% | -7.3% | +17.0% | +12.2% |
| 30D | +22.4% | -14.2% | +36.5% | +27.8% |
| 3M | +45.2% | -4.6% | +49.7% | +46.1% |
| 6M | +96.4% | +36.9% | +59.5% | +73.7% |
| YTD | +65.4% | +42.5% | +22.8% | +42.9% |
| 1Y | +31.6% | +45.8% | -14.2% | +11.9% |
| 3Y | +37.0% | +104.7% | -67.6% | -6.1% |
| 5Y | +53.0% | -21.7% | +74.7% | +26.8% |
| All | +243.8% | +86.1% | +157.7% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling