-56.8%
TSLL vs HPQ
+1.5%
-58.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +12.0% | +10.7% |
| 7D | -21.2% | -1.1% | -20.1% | -21.0% |
| 30D | -13.3% | -11.7% | -1.6% | -7.9% |
| 3M | +15.4% | +2.0% | +13.4% | +7.6% |
| 6M | -34.2% | +35.9% | -70.1% | -54.1% |
| YTD | -52.9% | +32.7% | -85.6% | -67.2% |
| 1Y | -54.3% | +14.3% | -68.6% | -63.8% |
| 3Y | -18.4% | +17.8% | -36.2% | -38.2% |
| All | -56.8% | +1.5% | -58.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling