-38.8%
HOOD vs TXG
+256.0%
-294.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +0.9% | -2.1% |
| 7D | +3.8% | +1.8% | +2.0% | +3.0% |
| 30D | -26.4% | -17.7% | -8.7% | -22.0% |
| 3M | -14.3% | +2.3% | -16.6% | -18.4% |
| 6M | +3.9% | +182.5% | -178.6% | -35.5% |
| YTD | -28.1% | +262.4% | -290.4% | -60.1% |
| 1Y | -38.8% | +254.1% | -292.9% | -65.9% |
| All | -38.8% | +256.0% | -294.8% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling