+18.7%
HPQ vs TSN
-5.8%
+24.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +6.9% | -6.3% | +13.3% | +7.8% |
| 30D | +14.4% | -10.8% | +25.3% | +16.1% |
| 3M | +25.6% | -8.8% | +34.4% | +26.8% |
| 6M | +75.0% | -16.8% | +91.9% | +77.5% |
| YTD | +50.7% | -10.0% | +60.7% | +51.7% |
| 1Y | +18.7% | -5.3% | +23.9% | +17.5% |
| All | +18.7% | -5.8% | +24.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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