+300.6%
TSM vs HOOD
+221.3%
+79.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +3.2% |
| 7D | +2.7% | +17.1% | -14.4% | -0.4% |
| 30D | +3.6% | +31.6% | -28.0% | -1.9% |
| 3M | -3.4% | +38.2% | -41.6% | -9.6% |
| 6M | +20.6% | +48.5% | -27.9% | +10.4% |
| YTD | +41.9% | +8.0% | +33.9% | +36.1% |
| 1Y | +84.4% | +18.7% | +65.7% | +72.3% |
| 3Y | +380.2% | +999.1% | -618.9% | +204.2% |
| 5Y | +275.3% | +181.7% | +93.6% | +138.3% |
| All | +300.6% | +221.3% | +79.3% | +152.7% |
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