+223.3%
HOOD vs TSCO
-1.1%
+224.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.1% |
| 7D | -7.8% | -5.7% | -2.2% | -5.0% |
| 30D | +18.6% | -8.8% | +27.4% | +24.0% |
| 3M | +22.1% | +6.3% | +15.7% | +16.6% |
| 6M | +43.1% | -32.3% | +75.3% | +75.2% |
| YTD | -0.5% | -32.7% | +32.2% | +20.4% |
| 1Y | -4.4% | -43.7% | +39.3% | +29.0% |
| 3Y | +938.5% | -19.7% | +958.1% | +990.1% |
| 5Y | +173.4% | -11.6% | +185.0% | +176.7% |
| All | +223.3% | -1.1% | +224.4% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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