+139.3%
HOOD vs TAP
-5.3%
+144.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.1% |
| 7D | -0.6% | -7.8% | +7.2% | +0.2% |
| 30D | -23.6% | +7.1% | -30.7% | -24.3% |
| 3M | -10.7% | -7.0% | -3.6% | -10.0% |
| 6M | +8.2% | -3.8% | +12.0% | +8.2% |
| YTD | -26.3% | -11.7% | -14.6% | -25.8% |
| 1Y | -36.1% | -10.1% | -26.0% | -36.2% |
| 3Y | +950.7% | -23.7% | +974.4% | +988.8% |
| 5Y | +127.0% | +2.9% | +124.1% | +124.6% |
| All | +139.3% | -5.3% | +144.6% | +117.7% |
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