+142.9%
HOOD vs TLT
-34.4%
+177.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | -3.2% | -1.0% | -2.2% | -3.0% |
| 30D | -22.6% | +4.1% | -26.7% | -23.2% |
| 3M | -10.4% | -0.4% | -10.0% | -10.3% |
| 6M | +4.7% | -3.2% | +7.9% | +5.4% |
| YTD | -25.2% | -3.5% | -21.7% | -24.6% |
| 1Y | -35.9% | -5.8% | -30.1% | -35.2% |
| 3Y | +927.7% | +4.6% | +923.1% | +912.1% |
| 5Y | +147.5% | -34.4% | +181.9% | +118.6% |
| All | +142.9% | -34.4% | +177.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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