+250.7%
HOOD vs TW
+24.6%
+226.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +17.1% | -2.3% | +19.4% | +18.5% |
| 30D | +31.6% | +3.9% | +27.7% | +28.8% |
| 3M | +38.2% | +5.7% | +32.5% | +32.5% |
| 6M | +48.5% | -14.5% | +63.1% | +58.7% |
| YTD | +8.0% | -0.9% | +8.8% | +4.2% |
| 1Y | +18.7% | -13.5% | +32.2% | +24.9% |
| 3Y | +999.1% | +25.0% | +974.1% | +772.6% |
| 5Y | +181.7% | +22.7% | +159.0% | +139.6% |
| All | +250.7% | +24.6% | +226.1% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling