+878.9%
HOOD vs TLN
+599.9%
+279.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.7% |
| 7D | +3.8% | +22.3% | -18.5% | -5.1% |
| 30D | -26.4% | +1.2% | -27.6% | -27.0% |
| 3M | -14.3% | +5.9% | -20.2% | -17.7% |
| 6M | +3.9% | +3.2% | +0.7% | -0.6% |
| YTD | -28.1% | +3.2% | -31.2% | -32.8% |
| 1Y | -38.8% | +5.2% | -44.0% | -43.3% |
| All | +878.9% | +599.9% | +279.1% | +303.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling