+122.5%
HPQ vs TXG
+24.6%
+97.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.6% |
| 7D | +2.2% | +9.1% | -6.9% | +0.9% |
| 30D | +9.7% | +14.9% | -5.1% | +7.3% |
| 3M | +32.7% | +120.0% | -87.2% | +17.0% |
| 6M | +77.7% | +221.8% | -144.1% | +46.2% |
| YTD | +51.0% | +312.6% | -261.6% | +18.8% |
| 1Y | +18.4% | +398.4% | -380.0% | -10.6% |
| 3Y | +25.6% | +42.1% | -16.5% | +7.6% |
| 5Y | +38.6% | -63.5% | +102.1% | +32.8% |
| All | +122.5% | +24.6% | +97.9% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling