+142.9%
HOOD vs TCOM
+53.2%
+89.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | -3.2% | +2.2% | -5.4% | -4.1% |
| 30D | -22.6% | +12.5% | -35.1% | -26.1% |
| 3M | -10.4% | -5.6% | -4.8% | -9.2% |
| 6M | +4.7% | -16.5% | +21.2% | +10.4% |
| YTD | -25.2% | -39.4% | +14.1% | -11.7% |
| 1Y | -35.9% | -41.0% | +5.1% | -23.5% |
| 3Y | +927.7% | +29.2% | +898.5% | +764.1% |
| 5Y | +147.5% | +41.6% | +105.9% | +61.8% |
| All | +142.9% | +53.2% | +89.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling