+237.0%
HOOD vs TDY
+32.2%
+204.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.1% |
| 7D | +13.4% | -0.9% | +14.3% | +14.3% |
| 30D | +25.8% | -12.5% | +38.3% | +41.0% |
| 3M | +38.0% | -1.2% | +39.2% | +37.7% |
| 6M | +52.2% | -6.6% | +58.8% | +60.0% |
| YTD | +3.7% | +18.5% | -14.7% | -13.1% |
| 1Y | +0.1% | +10.8% | -10.7% | -10.8% |
| 3Y | +992.6% | +47.5% | +945.0% | +659.2% |
| 5Y | +193.0% | +35.8% | +157.2% | +103.1% |
| All | +237.0% | +32.2% | +204.8% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling