+18.7%
HPQ vs TXG
+372.5%
-353.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +6.9% | +1.8% | +5.1% | +6.8% |
| 30D | +14.4% | +32.0% | -17.6% | +12.6% |
| 3M | +25.6% | +87.0% | -61.4% | +21.2% |
| 6M | +75.0% | +180.1% | -105.0% | +62.4% |
| YTD | +50.7% | +284.1% | -233.4% | +34.7% |
| 1Y | +18.7% | +361.7% | -343.0% | +3.9% |
| All | +18.7% | +372.5% | -353.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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