+150.5%
HPQ vs TTMI
+522.4%
-371.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -5.1% |
| 7D | -0.5% | +12.2% | -12.6% | -2.8% |
| 30D | +3.7% | -5.7% | +9.5% | +4.4% |
| 3M | +24.3% | -27.5% | +51.8% | +29.2% |
| 6M | +64.8% | +47.1% | +17.6% | +45.2% |
| YTD | +43.9% | +87.5% | -43.6% | +18.4% |
| 1Y | +11.7% | +175.2% | -163.6% | -16.6% |
| 3Y | +19.7% | +901.9% | -882.3% | -33.6% |
| 5Y | +32.2% | +843.5% | -811.2% | -26.9% |
| 10Y | +198.9% | +1,077.0% | -878.0% | +53.0% |
| All | +150.5% | +522.4% | -371.9% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling