+243.8%
HPQ vs TSN
-4.9%
+248.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.1% |
| 7D | +9.8% | +3.0% | +6.7% | +8.7% |
| 30D | +22.4% | -4.2% | +26.5% | +23.8% |
| 3M | +45.2% | -3.9% | +49.0% | +46.5% |
| 6M | +96.4% | -9.8% | +106.3% | +101.3% |
| YTD | +65.4% | -7.3% | +72.7% | +67.8% |
| 1Y | +31.6% | -2.2% | +33.8% | +30.7% |
| 3Y | +37.0% | +11.9% | +25.2% | +27.2% |
| 5Y | +53.0% | -16.9% | +69.9% | +56.8% |
| All | +243.8% | -4.9% | +248.8% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling