+250.7%
HOOD vs TSEM
+728.7%
-478.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -5.1% |
| 7D | +17.1% | +6.9% | +10.2% | +13.9% |
| 30D | +31.6% | +5.3% | +26.3% | +27.4% |
| 3M | +38.2% | -14.9% | +53.2% | +40.6% |
| 6M | +48.5% | +80.0% | -31.5% | -0.8% |
| YTD | +8.0% | +89.4% | -81.4% | -31.1% |
| 1Y | +18.7% | +253.1% | -234.4% | -46.0% |
| 3Y | +999.1% | +642.1% | +357.0% | +247.5% |
| 5Y | +181.7% | +659.1% | -477.4% | -6.3% |
| All | +250.7% | +728.7% | -478.0% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling