+1,251.4%
HPQ vs TSEM
-26.5%
+1,277.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +2.6% |
| 7D | +3.2% | +7.0% | -3.8% | +2.1% |
| 30D | -3.6% | -29.8% | +26.2% | +0.3% |
| 3M | -5.3% | -41.9% | +36.6% | +0.5% |
| 6M | +41.1% | -45.8% | +86.9% | +48.1% |
| YTD | +36.9% | +25.1% | +11.8% | +25.2% |
| 1Y | +23.5% | +48.2% | -24.7% | +10.1% |
| 3Y | +19.6% | +476.5% | -456.9% | -13.6% |
| 5Y | +11.4% | +301.4% | -290.0% | -16.4% |
| 10Y | +160.6% | +812.9% | -652.3% | +71.4% |
| All | +1,251.4% | -26.5% | +1,277.9% | +776.0% |
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 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