+2,903.2%
HPQ vs TT
+16,138.6%
-13,235.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +14.4% | -7.2% | +21.6% | +17.9% |
| 3M | +25.6% | -3.0% | +28.6% | +26.2% |
| 6M | +75.0% | +1.4% | +73.7% | +71.5% |
| YTD | +50.7% | +15.9% | +34.8% | +39.2% |
| 1Y | +18.7% | +9.4% | +9.2% | +12.1% |
| 3Y | +21.5% | +124.4% | -102.9% | -15.9% |
| 5Y | +31.6% | +138.0% | -106.4% | -11.8% |
| 10Y | +216.1% | +886.4% | -670.3% | +21.1% |
| All | +2,903.2% | +16,138.6% | -13,235.4% | +243.9% |
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