+41.1%
HPQ vs TW
+19.6%
+21.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.5% | -2.7% | +6.2% | +4.1% |
| 30D | +13.7% | -1.7% | +15.4% | +14.1% |
| 3M | +33.9% | +1.6% | +32.3% | +33.1% |
| 6M | +80.9% | -17.7% | +98.6% | +88.4% |
| YTD | +52.6% | -4.3% | +56.9% | +53.1% |
| 1Y | +21.2% | -13.1% | +34.4% | +24.4% |
| 3Y | +26.9% | +20.3% | +6.6% | +13.8% |
| 5Y | +41.1% | +22.0% | +19.2% | +22.0% |
| All | +41.1% | +19.6% | +21.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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