+414.2%
HOOD vs TEM
+53.2%
+361.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.1% |
| 7D | +7.7% | -1.1% | +8.8% | +8.3% |
| 30D | +22.0% | +11.3% | +10.7% | +16.8% |
| 3M | +37.6% | +25.5% | +12.1% | +25.0% |
| 6M | +45.3% | +17.1% | +28.2% | +34.6% |
| YTD | +1.9% | +3.8% | -1.8% | -2.0% |
| 1Y | -2.7% | -24.4% | +21.6% | +3.4% |
| All | +414.2% | +53.2% | +361.0% | +325.2% |
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