+160.5%
HOOD vs TOST
-48.0%
+208.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | -3.4% | +20.5% | +19.2% |
| 30D | +31.6% | -2.4% | +34.0% | +33.2% |
| 3M | +38.2% | +34.6% | +3.6% | +16.8% |
| 6M | +48.5% | +15.2% | +33.3% | +34.6% |
| YTD | +8.0% | -4.4% | +12.4% | +7.7% |
| 1Y | +18.7% | -17.4% | +36.1% | +27.2% |
| 3Y | +999.1% | +54.5% | +944.6% | +734.1% |
| All | +160.5% | -48.0% | +208.5% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling