-36.1%
HOOD vs TSLQ
-17.8%
-18.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +4.4% |
| 7D | -4.4% | +9.8% | -14.2% | -1.0% |
| 30D | -23.4% | -6.0% | -17.4% | -24.4% |
| 3M | -6.5% | -35.0% | +28.5% | -17.0% |
| 6M | +14.2% | -24.9% | +39.1% | +11.6% |
| YTD | -22.7% | -12.7% | -10.0% | -14.1% |
| 1Y | -36.1% | -21.0% | -15.1% | -30.7% |
| All | -36.1% | -17.8% | -18.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling