+147.5%
HOOD vs TW
+41.3%
+106.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.6% |
| 7D | -3.2% | +2.8% | -6.1% | -4.6% |
| 30D | -22.6% | +18.1% | -40.6% | -29.0% |
| 3M | -10.4% | +25.2% | -35.6% | -20.5% |
| 6M | +4.7% | +19.1% | -14.4% | -5.8% |
| YTD | -25.2% | +21.9% | -47.1% | -35.4% |
| 1Y | -35.9% | +18.9% | -54.8% | -43.8% |
| 3Y | +927.7% | +41.7% | +886.0% | +672.4% |
| 5Y | +147.5% | +40.4% | +107.1% | +82.4% |
| All | +147.5% | +41.3% | +106.3% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling