-36.1%
HOOD vs TSLL
-48.4%
+12.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.3% | +4.4% |
| 7D | -4.4% | -9.4% | +5.0% | -1.0% |
| 30D | -23.4% | +1.6% | -25.0% | -24.4% |
| 3M | -6.5% | +29.4% | -35.9% | -16.6% |
| 6M | +14.2% | -20.1% | +34.3% | +12.6% |
| YTD | -22.7% | -44.5% | +21.8% | -12.3% |
| 1Y | -36.1% | -46.0% | +9.9% | -28.7% |
| All | -36.1% | -48.4% | +12.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling