+131.0%
HOOD vs TLT
-35.4%
+166.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | +3.8% | -2.7% | +6.5% | +4.4% |
| 30D | -26.4% | +2.2% | -28.5% | -26.8% |
| 3M | -14.3% | -1.7% | -12.6% | -13.9% |
| 6M | +3.9% | -4.0% | +7.9% | +4.9% |
| YTD | -28.1% | -4.9% | -23.1% | -27.2% |
| 1Y | -38.8% | -7.4% | -31.4% | -37.8% |
| 3Y | +888.5% | +3.0% | +885.4% | +874.5% |
| 5Y | +131.0% | -35.1% | +166.1% | +97.8% |
| All | +131.0% | -35.4% | +166.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling