+701.1%
HOOD vs TSLL
-58.7%
+759.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.6% | -5.4% | +0.8% |
| 7D | -4.8% | -21.2% | +16.4% | +1.2% |
| 30D | -26.1% | -13.3% | -12.8% | -23.8% |
| 3M | -10.8% | +15.4% | -26.2% | -15.4% |
| 6M | +2.4% | -34.2% | +36.6% | +8.6% |
| YTD | -28.5% | -52.9% | +24.4% | -17.3% |
| 1Y | -36.3% | -54.3% | +18.0% | -26.4% |
| 3Y | +743.7% | -18.4% | +762.1% | +554.0% |
| All | +701.1% | -58.7% | +759.8% | +701.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling