+250.7%
HOOD vs TNA
-17.7%
+268.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | +17.1% | -0.1% | +17.2% | +17.2% |
| 30D | +31.6% | -4.9% | +36.5% | +35.9% |
| 3M | +38.2% | +0.4% | +37.9% | +37.2% |
| 6M | +48.5% | +32.5% | +16.0% | +24.1% |
| YTD | +8.0% | +53.7% | -45.8% | -17.1% |
| 1Y | +18.7% | +65.1% | -46.5% | -13.0% |
| 3Y | +999.1% | +98.4% | +900.7% | +563.4% |
| 5Y | +181.7% | -22.5% | +204.2% | +121.5% |
| All | +250.7% | -17.7% | +268.4% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling