+2,590.5%
HPQ vs TT
+15,302.6%
-12,712.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -3.2% | +3.5% | -6.7% | -4.7% |
| 30D | -3.0% | -11.0% | +8.0% | +1.3% |
| 3M | +0.6% | -12.0% | +12.6% | +5.3% |
| 6M | +36.6% | -10.4% | +47.0% | +40.7% |
| YTD | +35.0% | +9.9% | +25.1% | +26.8% |
| 1Y | +23.1% | +1.5% | +21.6% | +19.4% |
| 3Y | +18.6% | +93.7% | -75.1% | -12.7% |
| 5Y | +10.3% | +139.2% | -128.9% | -26.5% |
| 10Y | +157.1% | +741.5% | -584.4% | +4.2% |
| All | +2,590.5% | +15,302.6% | -12,712.1% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling