+251.6%
TSM vs HOOD
+112.9%
+138.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.7% |
| 7D | -7.6% | -4.8% | -2.8% | -6.6% |
| 30D | -20.5% | -26.1% | +5.6% | -16.0% |
| 3M | -10.0% | -10.8% | +0.8% | -8.7% |
| 6M | -10.1% | +2.4% | -12.4% | -11.7% |
| YTD | +24.5% | -28.5% | +53.0% | +28.4% |
| 1Y | +31.2% | -36.3% | +67.5% | +37.5% |
| 3Y | +322.0% | +743.7% | -421.7% | +181.7% |
| 5Y | +245.3% | +118.6% | +126.6% | +134.9% |
| All | +251.6% | +112.9% | +138.7% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling