+945.5%
HOOD vs TSCO
-18.6%
+964.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -9.1% | -3.1% | -6.0% | -7.8% |
| 30D | +20.1% | -4.4% | +24.4% | +22.2% |
| 3M | +31.2% | +9.7% | +21.5% | +24.2% |
| 6M | +44.3% | -32.4% | +76.7% | +74.9% |
| YTD | +0.2% | -31.7% | +31.9% | +18.7% |
| 1Y | -3.5% | -41.3% | +37.8% | +25.4% |
| All | +945.5% | -18.6% | +964.1% | +944.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling