+225.5%
HOOD vs TXG
-64.7%
+290.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -9.1% | +5.0% | -14.1% | -11.3% |
| 30D | +20.1% | +13.5% | +6.6% | +13.3% |
| 3M | +31.2% | +128.0% | -96.8% | -12.5% |
| 6M | +44.3% | +224.4% | -180.1% | -20.0% |
| YTD | +0.2% | +307.0% | -306.8% | -50.6% |
| 1Y | -3.5% | +427.2% | -430.8% | -59.3% |
| 3Y | +955.2% | +40.2% | +915.1% | +653.8% |
| 5Y | +175.3% | -64.0% | +239.3% | +364.9% |
| All | +225.5% | -64.7% | +290.1% | +523.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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