+805.6%
HOOD vs TLN
+716.6%
+88.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +1.9% |
| 7D | -3.2% | +15.9% | -19.1% | -9.3% |
| 30D | -22.6% | -0.3% | -22.3% | -22.7% |
| 3M | -10.4% | +5.8% | -16.2% | -13.9% |
| 6M | +4.7% | -1.2% | +5.9% | +2.2% |
| YTD | -25.2% | +1.0% | -26.2% | -29.5% |
| 1Y | -35.9% | +1.1% | -37.0% | -39.5% |
| 3Y | +927.7% | +591.7% | +336.0% | +307.0% |
| All | +805.6% | +716.6% | +88.9% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling