+123.6%
HOOD vs TXG
-69.0%
+192.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.6% |
| 7D | -3.8% | -1.8% | -1.9% | -3.1% |
| 30D | -23.0% | -20.4% | -2.6% | -15.9% |
| 3M | -21.6% | +0.1% | -21.7% | -24.9% |
| 6M | +1.4% | +176.2% | -174.7% | -41.3% |
| YTD | -31.2% | +256.8% | -287.9% | -65.4% |
| 1Y | -35.9% | +255.9% | -291.8% | -68.1% |
| 3Y | +836.9% | +60.2% | +776.7% | +490.8% |
| 5Y | +121.1% | -65.1% | +186.2% | +233.5% |
| All | +123.6% | -69.0% | +192.6% | +336.7% |
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