+670.9%
HOOD vs TSLL
-51.4%
+722.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.3% |
| 7D | -3.8% | +17.8% | -21.6% | -8.2% |
| 30D | -23.0% | +8.2% | -31.2% | -25.4% |
| 3M | -21.6% | +20.9% | -42.5% | -26.8% |
| 6M | +1.4% | -37.5% | +38.9% | +9.3% |
| YTD | -31.2% | -44.5% | +13.3% | -24.1% |
| 1Y | -35.9% | -33.0% | -3.0% | -33.1% |
| 3Y | +836.9% | -6.4% | +843.3% | +598.7% |
| All | +670.9% | -51.4% | +722.3% | +635.9% |
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