+262.8%
HOOD vs TEM
+101.4%
+161.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -0.8% |
| 7D | -5.1% | +3.5% | -8.6% | -6.3% |
| 30D | -25.4% | +13.5% | -38.9% | -29.1% |
| 3M | -14.0% | +46.3% | -60.2% | -26.9% |
| 6M | +5.6% | +61.5% | -56.0% | -14.5% |
| YTD | -28.1% | +36.4% | -64.5% | -38.6% |
| 1Y | -40.1% | +12.2% | -52.3% | -45.4% |
| All | +262.8% | +101.4% | +161.4% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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