-36.1%
HOOD vs TOST
+2.2%
-38.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | -0.6% |
| 7D | -4.4% | +10.7% | -15.1% | -9.2% |
| 30D | -23.4% | +17.7% | -41.1% | -29.6% |
| 3M | -6.5% | +4.6% | -11.1% | -8.9% |
| 6M | +14.2% | +20.3% | -6.1% | +1.7% |
| YTD | -22.7% | -0.4% | -22.3% | -25.5% |
| 1Y | -36.1% | -0.8% | -35.3% | -38.5% |
| All | -36.1% | +2.2% | -38.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling