+1,028.6%
HOOD vs TSLL
-30.6%
+1,059.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.8% | +9.8% | +1.1% |
| 7D | +17.1% | +1.9% | +15.2% | +16.3% |
| 30D | +31.6% | +17.8% | +13.8% | +26.0% |
| 3M | +38.2% | -37.0% | +75.3% | +51.1% |
| 6M | +48.5% | -37.7% | +86.2% | +61.1% |
| YTD | +8.0% | -51.4% | +59.3% | +24.5% |
| 1Y | +18.7% | -23.4% | +42.0% | +19.1% |
| All | +1,028.6% | -30.6% | +1,059.2% | +954.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling