+231.1%
HOOD vs TSEM
+707.2%
-476.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +7.7% | +4.7% | +3.0% | +5.7% |
| 30D | +22.0% | -14.2% | +36.2% | +28.4% |
| 3M | +37.6% | -5.0% | +42.7% | +33.6% |
| 6M | +45.3% | +87.6% | -42.3% | -5.2% |
| YTD | +1.9% | +84.4% | -82.5% | -34.3% |
| 1Y | -2.7% | +235.4% | -238.1% | -54.7% |
| 3Y | +973.4% | +668.0% | +305.4% | +236.3% |
| 5Y | +179.3% | +644.7% | -465.5% | -6.1% |
| All | +231.1% | +707.2% | -476.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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