-55.4%
TSLL vs HPQ
+15.3%
-70.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.2% | -14.1% | -13.4% |
| 7D | +1.9% | +6.9% | -5.1% | -3.5% |
| 30D | +17.8% | +14.4% | +3.3% | +5.6% |
| 3M | -37.0% | +25.6% | -62.6% | -47.8% |
| 6M | -37.7% | +75.0% | -112.7% | -63.6% |
| YTD | -51.4% | +50.7% | -102.1% | -67.7% |
| 1Y | -23.4% | +18.7% | -42.0% | -36.7% |
| 3Y | -30.8% | +21.5% | -52.3% | -45.7% |
| All | -55.4% | +15.3% | -70.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling