+51.0%
HPQ vs TSEM
+617.3%
-566.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +8.2% |
| 7D | +9.8% | -4.9% | +14.6% | +10.5% |
| 30D | +22.4% | -18.7% | +41.1% | +25.4% |
| 3M | +45.2% | -18.1% | +63.3% | +46.6% |
| 6M | +96.4% | +77.1% | +19.3% | +67.5% |
| YTD | +65.4% | +80.1% | -14.7% | +38.1% |
| 1Y | +31.6% | +220.4% | -188.8% | -6.0% |
| 3Y | +37.0% | +650.1% | -613.0% | -23.5% |
| All | +51.0% | +617.3% | -566.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling