+226.1%
HPQ vs TT
+906.5%
-680.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.5% |
| 30D | +9.7% | -6.7% | +16.4% | +13.7% |
| 3M | +32.7% | -5.4% | +38.2% | +35.3% |
| 6M | +77.7% | +4.4% | +73.3% | +69.6% |
| YTD | +51.0% | +14.9% | +36.1% | +35.4% |
| 1Y | +18.4% | +9.3% | +9.1% | +9.1% |
| 3Y | +25.6% | +121.7% | -96.2% | -26.7% |
| 5Y | +38.6% | +148.2% | -109.5% | -26.5% |
| 10Y | +226.1% | +957.3% | -731.1% | -28.8% |
| All | +226.1% | +906.5% | -680.4% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling