-48.9%
TSLL vs HPQ
+3.3%
-52.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +4.6% |
| 7D | +0.5% | -3.2% | +3.7% | +2.6% |
| 30D | +2.7% | -3.0% | +5.7% | +3.1% |
| 3M | +26.3% | +0.6% | +25.7% | +19.2% |
| 6M | -37.2% | +36.6% | -73.8% | -55.9% |
| YTD | -44.2% | +35.0% | -79.2% | -61.6% |
| 1Y | -44.0% | +23.1% | -67.0% | -58.3% |
| 3Y | 0.0% | +18.6% | -18.6% | -24.4% |
| All | -48.9% | +3.3% | -52.2% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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