+133.6%
HOOD vs TSN
-1.5%
+135.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -5.1% | +5.8% | -10.9% | -5.7% |
| 30D | -25.4% | +12.8% | -38.2% | -26.5% |
| 3M | -14.0% | +6.5% | -20.4% | -14.8% |
| 6M | +5.6% | -10.3% | +15.8% | +7.6% |
| YTD | -28.1% | +5.5% | -33.6% | -29.3% |
| 1Y | -40.1% | +15.8% | -55.9% | -42.6% |
| 3Y | +888.2% | +42.5% | +845.7% | +758.7% |
| 5Y | +135.8% | -14.3% | +150.2% | +142.1% |
| All | +133.6% | -1.5% | +135.0% | +164.1% |
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