+766.3%
HOOD vs TLN
+630.2%
+136.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +0.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -26.1% | -10.5% | -15.6% | -22.7% |
| 3M | -10.8% | +0.1% | -10.9% | -12.3% |
| 6M | +2.4% | -17.4% | +19.8% | +8.4% |
| YTD | -28.5% | -9.7% | -18.8% | -29.1% |
| 1Y | -36.3% | -12.3% | -24.1% | -36.0% |
| 3Y | +743.7% | +528.3% | +215.4% | +248.8% |
| All | +766.3% | +630.2% | +136.1% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling