+273.1%
TSM vs HOOD
+181.8%
+91.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +3.3% |
| 7D | +2.7% | +17.1% | -14.4% | -0.9% |
| 30D | +3.6% | +31.6% | -28.0% | -2.9% |
| 3M | -3.4% | +38.2% | -41.6% | -10.8% |
| 6M | +20.6% | +48.5% | -27.9% | +8.5% |
| YTD | +41.9% | +8.0% | +33.9% | +35.0% |
| 1Y | +84.4% | +18.7% | +65.7% | +69.7% |
| 3Y | +380.2% | +999.1% | -618.9% | +165.3% |
| All | +273.1% | +181.8% | +91.3% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling