-20.8%
TSLL vs HPQ
+11.9%
-32.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.5% | +12.4% | +8.4% |
| 7D | +5.8% | -0.5% | +6.3% | +5.6% |
| 30D | +21.7% | +3.7% | +18.0% | +20.4% |
| 3M | -28.2% | +24.3% | -52.5% | -31.2% |
| 6M | -29.5% | +64.8% | -94.2% | -38.4% |
| YTD | -47.5% | +43.9% | -91.4% | -51.3% |
| 1Y | -20.8% | +11.7% | -32.4% | -23.2% |
| All | -20.8% | +11.9% | -32.7% | -23.2% |
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