+243.8%
HPQ vs TTMI
+1,127.6%
-883.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.4% | +5.1% | +7.6% |
| 7D | +9.8% | +0.7% | +9.1% | +9.5% |
| 30D | +22.4% | -8.4% | +30.8% | +24.2% |
| 3M | +45.2% | -32.5% | +77.6% | +55.7% |
| 6M | +96.4% | +32.5% | +63.9% | +69.1% |
| YTD | +65.4% | +83.2% | -17.9% | +24.4% |
| 1Y | +31.6% | +161.7% | -130.1% | -14.6% |
| 3Y | +37.0% | +890.1% | -853.1% | -47.4% |
| 5Y | +53.0% | +832.4% | -779.4% | -42.3% |
| All | +243.8% | +1,127.6% | -883.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling