+1,275.4%
HOOD vs TSLQ
-97.2%
+1,372.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -0.9% |
| 7D | -9.1% | +5.7% | -14.8% | -7.3% |
| 30D | +20.1% | -21.1% | +41.2% | +14.1% |
| 3M | +31.2% | -11.5% | +42.7% | +34.2% |
| 6M | +44.3% | -14.9% | +59.2% | +52.4% |
| YTD | +0.2% | +2.4% | -2.2% | +14.9% |
| 1Y | -3.5% | -49.8% | +46.3% | -5.8% |
| 3Y | +955.2% | -95.8% | +1,051.0% | +711.1% |
| All | +1,275.4% | -97.2% | +1,372.6% | +1,035.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling