+255.3%
HPQ vs TNA
+944.8%
-689.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.1% | +6.1% |
| 7D | +2.2% | -3.6% | +5.8% | +3.2% |
| 30D | +9.7% | -10.1% | +19.8% | +12.7% |
| 3M | +32.7% | +2.7% | +30.0% | +30.7% |
| 6M | +77.7% | +38.4% | +39.3% | +58.5% |
| YTD | +51.0% | +45.4% | +5.6% | +31.6% |
| 1Y | +18.4% | +55.9% | -37.5% | +0.3% |
| 3Y | +25.6% | +109.8% | -84.3% | -10.9% |
| 5Y | +38.6% | -22.5% | +61.1% | +17.9% |
| 10Y | +226.1% | +87.5% | +138.6% | +73.8% |
| All | +255.3% | +944.8% | -689.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling