+225.5%
HOOD vs TMO
+15.1%
+210.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -9.1% | -2.5% | -6.7% | -7.6% |
| 30D | +20.1% | -0.3% | +20.4% | +20.5% |
| 3M | +31.2% | +25.3% | +6.0% | +11.4% |
| 6M | +44.3% | +20.9% | +23.5% | +25.6% |
| YTD | +0.2% | +4.3% | -4.1% | -3.4% |
| 1Y | -3.5% | +27.0% | -30.6% | -19.6% |
| 3Y | +955.2% | +17.5% | +937.7% | +788.8% |
| 5Y | +175.3% | +6.9% | +168.3% | +149.3% |
| All | +225.5% | +15.1% | +210.4% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling