+142.9%
HOOD vs TT
+126.2%
+16.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | -3.2% | +3.5% | -6.7% | -5.6% |
| 30D | -22.6% | -11.0% | -11.5% | -15.2% |
| 3M | -10.4% | -12.0% | +1.6% | -1.1% |
| 6M | +4.7% | -10.4% | +15.1% | +12.2% |
| YTD | -25.2% | +9.9% | -35.1% | -33.3% |
| 1Y | -35.9% | +1.5% | -37.4% | -38.7% |
| 3Y | +927.7% | +93.7% | +834.0% | +493.8% |
| 5Y | +147.5% | +139.2% | +8.3% | -3.3% |
| All | +142.9% | +126.2% | +16.7% | -9.5% |
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