+792.1%
HOOD vs TLN
+683.0%
+109.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.2% | -4.3% | -0.2% |
| 7D | -0.6% | +9.1% | -9.7% | -4.7% |
| 30D | -23.6% | -4.1% | -19.5% | -22.4% |
| 3M | -10.7% | +4.4% | -15.1% | -13.8% |
| 6M | +8.2% | -6.0% | +14.2% | +7.9% |
| YTD | -26.3% | -3.1% | -23.2% | -29.2% |
| 1Y | -36.1% | -6.1% | -30.0% | -37.7% |
| 3Y | +950.7% | +575.3% | +375.4% | +320.3% |
| All | +792.1% | +683.0% | +109.0% | +233.3% |
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