+142.9%
HOOD vs TE
-74.6%
+217.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.3% |
| 7D | -3.2% | -22.0% | +18.7% | +2.4% |
| 30D | -22.6% | -33.6% | +11.1% | -15.5% |
| 3M | -10.4% | -61.1% | +50.7% | +9.3% |
| 6M | +4.7% | -64.7% | +69.4% | +23.0% |
| YTD | -25.2% | -68.1% | +42.9% | -13.6% |
| 1Y | -35.9% | -51.7% | +15.8% | -34.5% |
| 3Y | +927.7% | +42.0% | +885.7% | +485.0% |
| 5Y | +147.5% | -80.8% | +228.3% | +137.7% |
| All | +142.9% | -74.6% | +217.5% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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