+225.5%
HOOD vs TCOM
+36.0%
+189.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -9.1% | -6.5% | -2.6% | -6.8% |
| 30D | +20.1% | -16.2% | +36.3% | +27.8% |
| 3M | +31.2% | -19.3% | +50.6% | +40.7% |
| 6M | +44.3% | -27.2% | +71.5% | +61.2% |
| YTD | +0.2% | -46.2% | +46.4% | +24.3% |
| 1Y | -3.5% | -46.6% | +43.1% | +20.3% |
| 3Y | +955.2% | +8.4% | +946.8% | +850.9% |
| 5Y | +175.3% | +25.8% | +149.5% | +86.2% |
| All | +225.5% | +36.0% | +189.5% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling