+31.6%
HPQ vs TTMI
+155.3%
-123.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.4% | +5.1% | +8.4% |
| 7D | +9.8% | +0.7% | +9.1% | +9.7% |
| 30D | +22.4% | -8.4% | +30.8% | +22.1% |
| 3M | +45.2% | -32.5% | +77.6% | +46.9% |
| 6M | +96.4% | +32.5% | +63.9% | +92.6% |
| YTD | +65.4% | +83.2% | -17.9% | +54.9% |
| 1Y | +31.6% | +161.7% | -130.1% | +15.4% |
| All | +31.6% | +155.3% | -123.8% | +15.4% |
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