+676.1%
HOOD vs TSLL
-62.0%
+738.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -21.9% | +11.6% | -4.2% |
| 7D | -14.4% | -28.9% | +14.5% | -6.3% |
| 30D | -30.0% | -21.4% | -8.6% | -25.7% |
| 3M | -15.5% | +5.0% | -20.5% | -17.7% |
| 6M | +1.8% | -36.6% | +38.3% | +9.2% |
| YTD | -30.7% | -56.6% | +26.0% | -18.0% |
| 1Y | -45.0% | -60.9% | +15.9% | -33.5% |
| 3Y | +709.0% | -25.2% | +734.2% | +543.1% |
| All | +676.1% | -62.0% | +738.1% | +695.5% |
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