+250.7%
HOOD vs TFC
+19.3%
+231.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | +2.4% | +14.7% | +15.4% |
| 30D | +31.6% | -1.3% | +32.9% | +32.6% |
| 3M | +38.2% | +6.1% | +32.2% | +31.4% |
| 6M | +48.5% | +7.3% | +41.2% | +39.8% |
| YTD | +8.0% | +8.2% | -0.2% | +0.8% |
| 1Y | +18.7% | +14.4% | +4.2% | +6.3% |
| 3Y | +999.1% | +93.7% | +905.4% | +631.4% |
| 5Y | +181.7% | +16.4% | +165.3% | +165.7% |
| All | +250.7% | +19.3% | +231.4% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling