+37.0%
HPQ vs TSLQ
-95.6%
+132.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.3% |
| 7D | +9.8% | -6.6% | +16.4% | +9.2% |
| 30D | +22.4% | -24.3% | +46.7% | +20.1% |
| 3M | +45.2% | -3.6% | +48.8% | +46.4% |
| 6M | +96.4% | -12.0% | +108.4% | +98.1% |
| YTD | +65.4% | +1.4% | +64.0% | +69.5% |
| 1Y | +31.6% | -43.6% | +75.1% | +29.7% |
| 3Y | +37.0% | -95.4% | +132.4% | +21.1% |
| All | +37.0% | -95.6% | +132.6% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling