+1,388.0%
HPQ vs TSEM
+11.3%
+1,376.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.6% | +1.2% |
| 7D | +6.9% | +6.9% | +0.1% | +5.9% |
| 30D | +14.4% | +5.3% | +9.1% | +13.3% |
| 3M | +25.6% | -14.9% | +40.5% | +26.0% |
| 6M | +75.0% | +80.0% | -5.0% | +55.5% |
| YTD | +50.7% | +89.4% | -38.7% | +31.9% |
| 1Y | +18.7% | +253.1% | -234.4% | -5.6% |
| 3Y | +21.5% | +642.1% | -620.6% | -14.2% |
| 5Y | +31.6% | +659.1% | -627.5% | -8.5% |
| 10Y | +216.1% | +1,291.4% | -1,075.3% | +98.6% |
| All | +1,388.0% | +11.3% | +1,376.7% | +822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling