+225.5%
HOOD vs TW
+20.3%
+205.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -9.1% | -2.7% | -6.4% | -7.8% |
| 30D | +20.1% | -1.7% | +21.8% | +21.0% |
| 3M | +31.2% | +1.6% | +29.6% | +28.7% |
| 6M | +44.3% | -17.7% | +62.0% | +57.2% |
| YTD | +0.2% | -4.3% | +4.6% | -1.5% |
| 1Y | -3.5% | -13.1% | +9.6% | +0.7% |
| 3Y | +955.2% | +20.3% | +934.9% | +755.0% |
| 5Y | +175.3% | +22.0% | +153.3% | +136.1% |
| All | +225.5% | +20.3% | +205.2% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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