+237.0%
HOOD vs TSCO
+5.7%
+231.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.4% |
| 7D | +13.4% | +1.7% | +11.7% | +12.3% |
| 30D | +25.8% | +2.8% | +23.0% | +23.5% |
| 3M | +38.0% | +17.9% | +20.1% | +24.8% |
| 6M | +52.2% | -28.6% | +80.8% | +81.5% |
| YTD | +3.7% | -28.0% | +31.8% | +21.3% |
| 1Y | +0.1% | -39.9% | +39.9% | +30.5% |
| 3Y | +992.6% | -14.0% | +1,006.5% | +1,006.9% |
| 5Y | +193.0% | -2.9% | +195.9% | +195.8% |
| All | +237.0% | +5.7% | +231.2% | +286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling