+18.7%
HPQ vs TT
+10.3%
+8.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +14.4% | -7.4% | +21.8% | +15.4% |
| 3M | +25.6% | -3.2% | +28.8% | +25.4% |
| 6M | +75.0% | +1.1% | +73.9% | +72.3% |
| YTD | +50.7% | +15.6% | +35.1% | +39.2% |
| 1Y | +18.7% | +9.2% | +9.5% | +14.3% |
| All | +18.7% | +10.3% | +8.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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