+2,903.2%
HPQ vs TSN
+890.5%
+2,012.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +6.9% | -6.3% | +13.3% | +8.5% |
| 30D | +14.4% | -10.8% | +25.3% | +17.4% |
| 3M | +25.6% | -8.8% | +34.4% | +28.0% |
| 6M | +75.0% | -16.8% | +91.9% | +81.8% |
| YTD | +50.7% | -10.0% | +60.7% | +53.5% |
| 1Y | +18.7% | -5.3% | +23.9% | +19.2% |
| 3Y | +21.5% | +8.5% | +13.0% | +16.8% |
| 5Y | +31.6% | -22.9% | +54.5% | +36.4% |
| 10Y | +216.1% | -12.6% | +228.7% | +208.4% |
| All | +2,903.2% | +890.5% | +2,012.8% | +1,201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling