+132.4%
HOOD vs TMF
-88.0%
+220.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | -26.1% | +19.7% | -45.9% | -27.1% |
| 3M | -10.8% | -2.1% | -8.7% | -10.7% |
| 6M | +2.4% | -13.4% | +15.8% | +3.2% |
| YTD | -28.5% | -16.7% | -11.7% | -27.7% |
| 1Y | -36.3% | -23.3% | -13.0% | -35.5% |
| 3Y | +743.7% | -24.8% | +768.5% | +743.3% |
| 5Y | +118.6% | -88.0% | +206.7% | +94.3% |
| All | +132.4% | -88.0% | +220.4% | +117.1% |
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