+37.0%
HPQ vs TTMI
+876.4%
-839.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.4% | +5.1% | +8.0% |
| 7D | +9.8% | +0.7% | +9.1% | +9.6% |
| 30D | +22.4% | -8.4% | +30.8% | +23.1% |
| 3M | +45.2% | -32.5% | +77.6% | +51.2% |
| 6M | +96.4% | +32.5% | +63.9% | +80.6% |
| YTD | +65.4% | +83.2% | -17.9% | +38.5% |
| 1Y | +31.6% | +161.7% | -130.1% | -1.7% |
| 3Y | +37.0% | +890.1% | -853.1% | -30.0% |
| All | +37.0% | +876.4% | -839.3% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling