+19.6%
HPQ vs TSEM
+547.1%
-527.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +2.3% |
| 7D | +3.2% | +7.0% | -3.8% | +2.4% |
| 30D | -3.6% | -29.8% | +26.2% | -0.7% |
| 3M | -5.3% | -41.9% | +36.6% | -1.0% |
| 6M | +41.1% | -45.8% | +86.9% | +46.6% |
| YTD | +36.9% | +25.1% | +11.8% | +18.0% |
| 1Y | +23.5% | +48.2% | -24.7% | +1.4% |
| 3Y | +19.6% | +476.5% | -456.9% | -39.0% |
| All | +19.6% | +547.1% | -527.5% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling