+18.3%
HPQ vs TT
+94.8%
-76.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.1% |
| 7D | -0.6% | +1.7% | -2.4% | -1.2% |
| 30D | -6.5% | -11.8% | +5.4% | -3.1% |
| 3M | -5.1% | -12.6% | +7.5% | -1.6% |
| 6M | +27.3% | -9.4% | +36.7% | +29.3% |
| YTD | +31.7% | +8.8% | +22.9% | +22.4% |
| 1Y | +13.0% | -2.5% | +15.5% | +10.5% |
| 3Y | +18.3% | +95.7% | -77.4% | -13.0% |
| All | +18.3% | +94.8% | -76.5% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling