+306.6%
TSM vs HOOD
+203.4%
+103.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.5% |
| 7D | +4.8% | +7.7% | -3.0% | +3.1% |
| 30D | +4.0% | +22.0% | -17.9% | -0.1% |
| 3M | +2.0% | +37.6% | -35.6% | -4.6% |
| 6M | +25.5% | +45.3% | -19.8% | +15.3% |
| YTD | +44.0% | +1.9% | +42.1% | +39.5% |
| 1Y | +75.4% | -2.7% | +78.1% | +70.0% |
| 3Y | +406.7% | +973.4% | -566.6% | +222.6% |
| 5Y | +285.0% | +179.3% | +105.7% | +146.7% |
| All | +306.6% | +203.4% | +103.3% | +159.0% |
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