+132.4%
HOOD vs TLT
-33.9%
+166.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -26.1% | +6.2% | -32.3% | -27.1% |
| 3M | -10.8% | +0.1% | -10.9% | -10.8% |
| 6M | +2.4% | -3.0% | +5.3% | +3.0% |
| YTD | -28.5% | -2.7% | -25.7% | -28.0% |
| 1Y | -36.3% | -4.8% | -31.5% | -35.7% |
| 3Y | +743.7% | +6.9% | +736.8% | +727.6% |
| 5Y | +118.6% | -34.5% | +153.1% | +92.9% |
| All | +132.4% | -33.9% | +166.3% | +115.2% |
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