+18.7%
HPQ vs TSLQ
-50.5%
+69.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | +2.6% |
| 7D | +6.9% | -5.8% | +12.7% | +6.7% |
| 30D | +14.4% | -22.1% | +36.5% | +13.5% |
| 3M | +25.6% | +10.1% | +15.6% | +26.9% |
| 6M | +75.0% | -6.8% | +81.8% | +75.7% |
| YTD | +50.7% | +8.5% | +42.2% | +52.9% |
| 1Y | +18.7% | -49.7% | +68.4% | +21.2% |
| All | +18.7% | -50.5% | +69.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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