+123.6%
HOOD vs TNA
-34.3%
+157.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.7% |
| 7D | -3.8% | +3.7% | -7.5% | -6.0% |
| 30D | -23.0% | +4.4% | -27.4% | -25.1% |
| 3M | -21.6% | -26.7% | +5.0% | -6.1% |
| 6M | +1.4% | -12.8% | +14.3% | +8.6% |
| YTD | -31.2% | +22.7% | -53.8% | -39.8% |
| 1Y | -35.9% | +35.7% | -71.6% | -47.3% |
| 3Y | +836.9% | +134.6% | +702.4% | +423.2% |
| 5Y | +121.1% | -46.0% | +167.1% | +106.9% |
| All | +123.6% | -34.3% | +157.9% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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