+193.0%
HOOD vs TXG
-65.4%
+258.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.7% | -8.6% | -6.0% |
| 7D | +13.4% | +9.4% | +4.0% | +8.9% |
| 30D | +25.8% | +26.1% | -0.3% | +13.0% |
| 3M | +38.0% | +124.8% | -86.8% | -6.7% |
| 6M | +52.2% | +215.2% | -163.0% | -13.2% |
| YTD | +3.7% | +302.2% | -298.5% | -47.6% |
| 1Y | +0.1% | +370.9% | -370.9% | -54.5% |
| 3Y | +992.6% | +38.5% | +954.0% | +690.3% |
| 5Y | +193.0% | -64.4% | +257.3% | +266.6% |
| All | +193.0% | -65.4% | +258.4% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling