+131.0%
HOOD vs TXN
+90.3%
+40.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.4% |
| 7D | +3.8% | +12.3% | -8.6% | -3.9% |
| 30D | -26.4% | +9.1% | -35.5% | -30.4% |
| 3M | -14.3% | +13.5% | -27.8% | -21.3% |
| 6M | +3.9% | +6.9% | -3.0% | -3.5% |
| YTD | -28.1% | +84.0% | -112.1% | -58.8% |
| 1Y | -38.8% | +95.8% | -134.6% | -66.7% |
| 3Y | +888.5% | +130.3% | +758.1% | +320.9% |
| 5Y | +131.0% | +89.2% | +41.9% | +14.8% |
| All | +131.0% | +90.3% | +40.7% | +14.8% |
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 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