+26.4%
HPQ vs TXG
+39.1%
-12.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +3.5% | +5.0% | -1.5% | +2.9% |
| 30D | +13.7% | +13.5% | +0.2% | +11.7% |
| 3M | +33.9% | +128.0% | -94.2% | +19.2% |
| 6M | +80.9% | +224.4% | -143.5% | +51.4% |
| YTD | +52.6% | +307.0% | -254.4% | +22.5% |
| 1Y | +21.2% | +427.2% | -406.0% | -7.6% |
| All | +26.4% | +39.1% | -12.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling