+66.1%
HOOD vs TOST
-46.9%
+112.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.8% | -6.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | -23.0% | +16.2% | -39.2% | -29.2% |
| 3M | -21.6% | -1.5% | -20.1% | -21.6% |
| 6M | +1.4% | +55.3% | -53.9% | -21.2% |
| YTD | -31.2% | -2.3% | -28.8% | -32.5% |
| 1Y | -35.9% | -5.5% | -30.4% | -36.3% |
| 3Y | +836.9% | +151.1% | +685.8% | +459.4% |
| 5Y | +121.1% | -27.9% | +149.1% | +70.5% |
| All | +66.1% | -46.9% | +112.9% | +31.8% |
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