+18.7%
HOOD vs TLN
-17.2%
+35.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.9% |
| 7D | +17.1% | +7.1% | +10.1% | +13.4% |
| 30D | +31.6% | -3.9% | +35.5% | +33.4% |
| 3M | +38.2% | -16.2% | +54.4% | +47.8% |
| 6M | +48.5% | -5.8% | +54.3% | +48.1% |
| YTD | +8.0% | -15.4% | +23.4% | +10.2% |
| 1Y | +18.7% | -16.7% | +35.3% | +41.2% |
| All | +18.7% | -17.2% | +35.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling