+263.9%
TSM vs HOOD
+119.3%
+144.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -14.3% | -23.6% | +9.3% | -10.0% |
| 3M | -7.2% | -10.7% | +3.5% | -6.0% |
| 6M | -5.1% | +8.2% | -13.3% | -7.8% |
| YTD | +28.9% | -26.3% | +55.2% | +32.2% |
| 1Y | +37.1% | -36.1% | +73.2% | +43.6% |
| 3Y | +341.5% | +950.7% | -609.2% | +186.0% |
| 5Y | +245.7% | +127.0% | +118.7% | +133.9% |
| All | +263.9% | +119.3% | +144.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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