+179.3%
HOOD vs TXN
+58.9%
+120.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.4% |
| 7D | +7.7% | +2.7% | +5.1% | +5.8% |
| 30D | +22.0% | -6.7% | +28.7% | +27.4% |
| 3M | +37.6% | -8.9% | +46.5% | +43.4% |
| 6M | +45.3% | +34.7% | +10.6% | +7.2% |
| YTD | +1.9% | +53.3% | -51.4% | -34.7% |
| 1Y | -2.7% | +45.0% | -47.8% | -34.5% |
| 3Y | +973.4% | +73.1% | +900.3% | +466.3% |
| 5Y | +179.3% | +59.9% | +119.3% | +59.5% |
| All | +179.3% | +58.9% | +120.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling