+1,266.1%
HOOD vs TSLQ
-97.2%
+1,363.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -1.0% |
| 7D | -7.8% | -6.6% | -1.2% | -9.8% |
| 30D | +18.6% | -24.3% | +42.9% | +11.2% |
| 3M | +22.1% | -3.6% | +25.7% | +27.9% |
| 6M | +43.1% | -12.0% | +55.0% | +52.7% |
| YTD | -0.5% | +1.4% | -1.8% | +13.8% |
| 1Y | -4.4% | -43.6% | +39.2% | -3.5% |
| 3Y | +938.5% | -95.4% | +1,033.9% | +734.7% |
| All | +1,266.1% | -97.2% | +1,363.4% | +1,024.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling