+113.0%
HOOD vs TOST
-38.4%
+151.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +4.0% |
| 7D | -4.8% | +9.4% | -14.2% | -9.5% |
| 30D | -26.1% | +13.5% | -39.6% | -31.3% |
| 3M | -10.8% | -0.1% | -10.7% | -11.4% |
| 6M | +2.4% | +22.5% | -20.1% | -11.3% |
| YTD | -28.5% | -2.4% | -26.1% | -29.9% |
| 1Y | -36.3% | -4.7% | -31.6% | -36.9% |
| 3Y | +743.7% | +103.2% | +640.5% | +448.4% |
| All | +113.0% | -38.4% | +151.5% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling