+72.6%
HOOD vs TOST
-46.9%
+119.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.9% |
| 7D | -4.8% | +9.4% | -14.2% | -9.4% |
| 30D | -26.1% | +13.5% | -39.6% | -31.1% |
| 3M | -10.8% | -0.1% | -10.7% | -11.3% |
| 6M | +2.4% | +22.5% | -20.1% | -10.8% |
| YTD | -28.5% | -2.4% | -26.1% | -29.8% |
| 1Y | -36.3% | -4.7% | -31.6% | -36.8% |
| 3Y | +743.7% | +103.2% | +640.5% | +460.9% |
| 5Y | +118.6% | -41.2% | +159.9% | +73.4% |
| All | +72.6% | -46.9% | +119.5% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling