+193.0%
HOOD vs TSEM
+657.2%
-464.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.5% |
| 7D | +13.4% | +10.4% | +2.9% | +8.9% |
| 30D | +25.8% | -12.9% | +38.7% | +31.6% |
| 3M | +38.0% | -9.2% | +47.2% | +36.5% |
| 6M | +52.2% | +98.8% | -46.6% | -3.7% |
| YTD | +3.7% | +87.2% | -83.5% | -33.8% |
| 1Y | +0.1% | +239.0% | -238.9% | -53.9% |
| 3Y | +992.6% | +679.5% | +313.0% | +236.7% |
| 5Y | +193.0% | +667.3% | -474.3% | -8.6% |
| All | +193.0% | +657.2% | -464.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling