+992.6%
HOOD vs TSEM
+668.6%
+323.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.5% |
| 7D | +13.4% | +10.4% | +2.9% | +8.8% |
| 30D | +25.8% | -12.9% | +38.7% | +31.9% |
| 3M | +38.0% | -9.2% | +47.2% | +36.1% |
| 6M | +52.2% | +98.8% | -46.6% | -11.1% |
| YTD | +3.7% | +87.2% | -83.5% | -39.1% |
| 1Y | +0.1% | +239.0% | -238.9% | -61.7% |
| 3Y | +992.6% | +679.5% | +313.0% | +131.1% |
| All | +992.6% | +668.6% | +323.9% | +131.1% |
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