+223.3%
HOOD vs TMO
+16.3%
+206.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | -7.8% | -0.6% | -7.2% | -7.4% |
| 30D | +18.6% | +1.1% | +17.5% | +17.9% |
| 3M | +22.1% | +28.3% | -6.3% | +1.9% |
| 6M | +43.1% | +23.3% | +19.8% | +22.9% |
| YTD | -0.5% | +5.5% | -5.9% | -4.7% |
| 1Y | -4.4% | +24.5% | -28.9% | -19.1% |
| 3Y | +938.5% | +19.6% | +918.9% | +763.7% |
| 5Y | +173.4% | +8.1% | +165.3% | +145.8% |
| All | +223.3% | +16.3% | +206.9% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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