+223.3%
HOOD vs TDY
+31.9%
+191.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.7% |
| 7D | -7.8% | -1.1% | -6.7% | -6.9% |
| 30D | +18.6% | -12.0% | +30.7% | +32.4% |
| 3M | +22.1% | -3.2% | +25.3% | +24.1% |
| 6M | +43.1% | -7.9% | +50.9% | +52.2% |
| YTD | -0.5% | +18.2% | -18.7% | -16.5% |
| 1Y | -4.4% | +6.7% | -11.1% | -11.6% |
| 3Y | +938.5% | +47.5% | +890.9% | +621.2% |
| 5Y | +173.4% | +39.5% | +133.9% | +85.1% |
| All | +223.3% | +31.9% | +191.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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