+123.6%
HOOD vs TXN
+87.1%
+36.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.4% | -2.4% |
| 7D | -3.8% | +9.5% | -13.2% | -9.5% |
| 30D | -23.0% | +8.7% | -31.7% | -27.1% |
| 3M | -21.6% | +11.6% | -33.2% | -27.3% |
| 6M | +1.4% | +0.1% | +1.3% | -1.4% |
| YTD | -31.2% | +78.8% | -110.0% | -60.3% |
| 1Y | -35.9% | +91.2% | -127.2% | -65.1% |
| 3Y | +836.9% | +125.8% | +711.1% | +294.0% |
| 5Y | +121.1% | +83.8% | +37.3% | +14.9% |
| All | +123.6% | +87.1% | +36.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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