+265.7%
TSM vs HOOD
+119.3%
+146.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.7% |
| 7D | +6.2% | -3.8% | +10.0% | +7.1% |
| 30D | -7.3% | -23.0% | +15.7% | -1.9% |
| 3M | -7.1% | -21.6% | +14.5% | -3.0% |
| 6M | +0.2% | +1.4% | -1.2% | -1.8% |
| YTD | +32.2% | -31.2% | +63.4% | +38.1% |
| 1Y | +42.8% | -35.9% | +78.7% | +50.8% |
| 3Y | +330.4% | +836.9% | -506.5% | +146.1% |
| All | +265.7% | +119.3% | +146.4% | +120.2% |
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