+123.6%
HOOD vs TSN
-3.9%
+127.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.2% |
| 7D | -3.8% | -1.4% | -2.3% | -3.6% |
| 30D | -23.0% | +8.5% | -31.5% | -23.8% |
| 3M | -21.6% | +5.3% | -26.9% | -22.3% |
| 6M | +1.4% | -10.5% | +11.9% | +3.3% |
| YTD | -31.2% | +3.0% | -34.1% | -32.1% |
| 1Y | -35.9% | +12.1% | -48.1% | -38.2% |
| 3Y | +836.9% | +43.1% | +793.8% | +708.8% |
| 5Y | +121.1% | -15.1% | +136.2% | +128.8% |
| All | +123.6% | -3.9% | +127.5% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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