+143.7%
HPQ vs TXG
+27.0%
+116.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.3% | +5.1% | +7.9% |
| 7D | +9.8% | +9.5% | +0.3% | +8.4% |
| 30D | +22.4% | +18.8% | +3.6% | +19.1% |
| 3M | +45.2% | +136.1% | -91.0% | +26.7% |
| 6M | +96.4% | +235.2% | -138.8% | +60.7% |
| YTD | +65.4% | +320.5% | -255.1% | +29.8% |
| 1Y | +31.6% | +425.2% | -393.6% | -1.4% |
| 3Y | +37.0% | +42.9% | -5.9% | +17.4% |
| 5Y | +53.0% | -62.8% | +115.8% | +46.3% |
| All | +143.7% | +27.0% | +116.7% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling