+250.7%
HOOD vs TMF
-87.9%
+338.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +17.1% | -1.4% | +18.6% | +17.2% |
| 30D | +31.6% | -2.8% | +34.4% | +31.8% |
| 3M | +38.2% | -10.9% | +49.2% | +39.2% |
| 6M | +48.5% | -21.3% | +69.9% | +50.5% |
| YTD | +8.0% | -15.9% | +23.8% | +9.0% |
| 1Y | +18.7% | -15.7% | +34.4% | +19.8% |
| 3Y | +999.1% | -43.4% | +1,042.5% | +1,010.2% |
| 5Y | +181.7% | -87.8% | +269.4% | +162.2% |
| All | +250.7% | -87.9% | +338.6% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 all: compounded portfolio wealth divided by compounded TMF 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…
all analysis · Full analysis span regression · 6 months rolling