+920.3%
HOOD vs TSEM
+460.6%
+459.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +1.3% |
| 7D | -4.8% | -17.5% | +12.7% | +2.2% |
| 30D | -26.1% | -44.7% | +18.6% | -8.2% |
| 3M | -10.8% | -38.9% | +28.1% | +4.6% |
| 6M | +2.4% | -36.7% | +39.0% | +7.9% |
| YTD | -28.5% | +17.0% | -45.4% | -50.9% |
| 1Y | -36.3% | +62.8% | -99.2% | -65.8% |
| All | +920.3% | +460.6% | +459.7% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling