+231.1%
HOOD vs TFC
+15.8%
+215.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | +7.7% | -1.3% | +9.0% | +8.9% |
| 30D | +22.0% | -2.3% | +24.3% | +23.9% |
| 3M | +37.6% | +2.5% | +35.2% | +34.1% |
| 6M | +45.3% | +9.5% | +35.8% | +34.7% |
| YTD | +1.9% | +5.1% | -3.1% | -2.8% |
| 1Y | -2.7% | +15.5% | -18.2% | -13.3% |
| 3Y | +973.4% | +95.2% | +878.2% | +614.9% |
| 5Y | +179.3% | +14.5% | +164.8% | +172.3% |
| All | +231.1% | +15.8% | +215.3% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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