+31.6%
HPQ vs TSEM
+212.9%
-181.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +8.4% |
| 7D | +9.8% | -4.9% | +14.6% | +9.7% |
| 30D | +22.4% | -18.7% | +41.1% | +21.9% |
| 3M | +45.2% | -18.1% | +63.3% | +45.2% |
| 6M | +96.4% | +77.1% | +19.3% | +95.2% |
| YTD | +65.4% | +80.1% | -14.7% | +61.2% |
| 1Y | +31.6% | +220.4% | -188.8% | +17.2% |
| All | +31.6% | +212.9% | -181.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling