+179.3%
HOOD vs TCOM
+25.9%
+153.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.5% |
| 7D | +7.7% | -10.2% | +17.9% | +12.0% |
| 30D | +22.0% | -16.8% | +38.8% | +30.7% |
| 3M | +37.6% | -16.7% | +54.3% | +46.3% |
| 6M | +45.3% | -27.1% | +72.4% | +63.3% |
| YTD | +1.9% | -45.5% | +47.4% | +27.6% |
| 1Y | -2.7% | -45.9% | +43.2% | +22.3% |
| 3Y | +973.4% | +9.8% | +963.6% | +845.5% |
| 5Y | +179.3% | +23.8% | +155.5% | +105.7% |
| All | +179.3% | +25.9% | +153.4% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling