+41.1%
HPQ vs TTMI
+798.2%
-757.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.3% |
| 7D | +3.5% | +6.0% | -2.5% | +2.3% |
| 30D | +13.7% | -6.4% | +20.1% | +14.4% |
| 3M | +33.9% | -28.9% | +62.8% | +39.6% |
| 6M | +80.9% | +26.9% | +54.0% | +62.2% |
| YTD | +52.6% | +77.3% | -24.7% | +21.5% |
| 1Y | +21.2% | +147.5% | -126.3% | -14.9% |
| 3Y | +26.9% | +847.6% | -820.8% | -45.8% |
| 5Y | +41.1% | +802.2% | -761.1% | -40.5% |
| All | +41.1% | +798.2% | -757.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling