+287.1%
TSM vs HOOD
+122.6%
+164.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +3.5% |
| 7D | +4.4% | -3.2% | +7.7% | +5.2% |
| 30D | -7.0% | -22.6% | +15.6% | -2.6% |
| 3M | -1.8% | -10.4% | +8.6% | -0.5% |
| 6M | +2.7% | +4.7% | -2.0% | +0.4% |
| YTD | +37.1% | -25.2% | +62.3% | +40.2% |
| 1Y | +43.5% | -35.9% | +79.4% | +50.2% |
| 3Y | +341.5% | +927.7% | -586.2% | +186.7% |
| 5Y | +278.9% | +147.5% | +131.3% | +155.1% |
| All | +287.1% | +122.6% | +164.5% | +160.3% |
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