+175.3%
HOOD vs TNA
-26.1%
+201.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | +0.1% |
| 7D | -9.1% | -7.6% | -1.5% | -4.7% |
| 30D | +20.1% | -13.6% | +33.7% | +31.5% |
| 3M | +31.2% | +2.8% | +28.4% | +28.5% |
| 6M | +44.3% | +34.5% | +9.8% | +18.9% |
| YTD | +0.2% | +41.0% | -40.8% | -19.7% |
| 1Y | -3.5% | +52.0% | -55.5% | -26.5% |
| 3Y | +955.2% | +103.5% | +851.7% | +514.2% |
| 5Y | +175.3% | -22.5% | +197.8% | +156.1% |
| All | +175.3% | -26.1% | +201.4% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling