-39.7%
TSLL vs HPQ
+22.1%
-61.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | +33.0% | -1.9% | +34.9% | +33.0% |
| 30D | +7.7% | -5.7% | +13.4% | +7.9% |
| 3M | +34.7% | -0.4% | +35.1% | +33.5% |
| 6M | -31.5% | +40.0% | -71.5% | -35.8% |
| YTD | -42.4% | +34.6% | -77.0% | -45.3% |
| 1Y | -39.7% | +20.4% | -60.1% | -42.0% |
| All | -39.7% | +22.1% | -61.8% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling