+705.2%
HOOD vs TSLL
-53.8%
+759.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -5.1% | -11.0% | +5.9% | -2.5% |
| 30D | -25.4% | -5.3% | -20.1% | -25.0% |
| 3M | -14.0% | +20.8% | -34.8% | -19.5% |
| 6M | +5.6% | -36.0% | +41.6% | +13.0% |
| YTD | -28.1% | -47.3% | +19.2% | -19.6% |
| 1Y | -40.1% | -48.4% | +8.3% | -33.0% |
| 3Y | +888.2% | -5.4% | +893.7% | +633.5% |
| All | +705.2% | -53.8% | +759.0% | +680.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling