+992.6%
HOOD vs TFC
+98.6%
+894.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.1% |
| 7D | +13.4% | +2.2% | +11.1% | +11.5% |
| 30D | +25.8% | -2.5% | +28.3% | +28.3% |
| 3M | +38.0% | +4.5% | +33.4% | +30.9% |
| 6M | +52.2% | +11.0% | +41.2% | +36.0% |
| YTD | +3.7% | +5.9% | -2.1% | -3.5% |
| 1Y | +0.1% | +14.6% | -14.5% | -13.8% |
| 3Y | +992.6% | +96.7% | +895.8% | +572.3% |
| All | +992.6% | +98.6% | +894.0% | +572.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling