+18.7%
HPQ vs TTMI
+171.3%
-152.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.6% | +2.2% |
| 7D | +6.9% | +5.9% | +1.1% | +6.9% |
| 30D | +14.4% | -4.3% | +18.8% | +14.3% |
| 3M | +25.6% | -32.0% | +57.7% | +27.0% |
| 6M | +75.0% | +19.5% | +55.6% | +72.4% |
| YTD | +50.7% | +82.0% | -31.3% | +41.3% |
| 1Y | +18.7% | +172.6% | -154.0% | +2.9% |
| All | +18.7% | +171.3% | -152.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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