+133.6%
HOOD vs TXG
-68.5%
+202.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +0.9% | -1.7% |
| 7D | +3.8% | +1.8% | +2.0% | +2.8% |
| 30D | -26.4% | -17.7% | -8.7% | -20.9% |
| 3M | -14.3% | +2.3% | -16.6% | -18.6% |
| 6M | +3.9% | +182.5% | -178.6% | -40.5% |
| YTD | -28.1% | +262.4% | -290.4% | -64.1% |
| 1Y | -38.8% | +254.1% | -292.9% | -69.5% |
| 3Y | +888.5% | +66.6% | +821.9% | +510.5% |
| 5Y | +131.0% | -64.5% | +195.6% | +246.0% |
| All | +133.6% | -68.5% | +202.2% | +353.0% |
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