+177.3%
HOOD vs TSCO
-11.8%
+189.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.2% |
| 7D | -7.8% | -5.7% | -2.2% | -4.9% |
| 30D | +18.6% | -8.8% | +27.4% | +24.2% |
| 3M | +22.1% | +6.3% | +15.7% | +16.4% |
| 6M | +43.1% | -32.3% | +75.3% | +76.5% |
| YTD | -0.5% | -32.7% | +32.2% | +21.2% |
| 1Y | -4.4% | -43.7% | +39.3% | +30.4% |
| 3Y | +938.5% | -19.7% | +958.1% | +985.8% |
| All | +177.3% | -11.8% | +189.1% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling