+132.4%
HOOD vs TAP
-4.1%
+136.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +3.7% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -26.1% | +9.1% | -35.3% | -27.0% |
| 3M | -10.8% | -3.8% | -7.0% | -10.5% |
| 6M | +2.4% | -3.4% | +5.8% | +2.5% |
| YTD | -28.5% | -10.6% | -17.8% | -28.1% |
| 1Y | -36.3% | -4.4% | -31.9% | -37.4% |
| 3Y | +743.7% | -24.4% | +768.1% | +778.8% |
| 5Y | +118.6% | +2.1% | +116.5% | +115.1% |
| All | +132.4% | -4.1% | +136.5% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling