+237.0%
HOOD vs TT
+137.5%
+99.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.6% |
| 7D | +13.4% | +1.6% | +11.8% | +12.1% |
| 30D | +25.8% | -7.3% | +33.1% | +33.4% |
| 3M | +38.0% | -2.6% | +40.6% | +38.7% |
| 6M | +52.2% | +5.9% | +46.3% | +41.8% |
| YTD | +3.7% | +15.4% | -11.7% | -10.8% |
| 1Y | +0.1% | +8.2% | -8.2% | -9.2% |
| 3Y | +992.6% | +122.7% | +869.9% | +464.7% |
| 5Y | +193.0% | +145.0% | +48.0% | +7.9% |
| All | +237.0% | +137.5% | +99.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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