-6.4%
TSLL vs HPQ
+19.7%
-26.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.6% |
| 7D | +17.8% | +3.2% | +14.7% | +15.8% |
| 30D | +8.2% | -3.6% | +11.9% | +9.1% |
| 3M | +20.9% | -5.3% | +26.2% | +19.4% |
| 6M | -37.5% | +41.1% | -78.6% | -56.7% |
| YTD | -44.5% | +36.9% | -81.4% | -61.4% |
| 1Y | -33.0% | +23.5% | -56.5% | -49.0% |
| 3Y | -6.4% | +19.6% | -26.0% | -26.4% |
| All | -6.4% | +19.7% | -26.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling