+111.8%
HOOD vs TOST
-41.7%
+153.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -10.0% |
| 7D | -14.4% | +11.6% | -26.0% | -19.5% |
| 30D | -30.0% | +16.2% | -46.2% | -35.7% |
| 3M | -15.5% | +1.0% | -16.6% | -16.6% |
| 6M | +1.8% | +23.2% | -21.4% | -12.0% |
| YTD | -30.7% | -1.0% | -29.7% | -32.6% |
| 1Y | -45.0% | -9.9% | -35.1% | -43.6% |
| 3Y | +709.0% | +101.0% | +607.9% | +428.7% |
| 5Y | +111.8% | -40.4% | +152.2% | +83.4% |
| All | +111.8% | -41.7% | +153.5% | +83.4% |
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