+133.6%
HOOD vs TXT
+22.0%
+111.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.5% |
| 30D | -26.4% | +13.3% | -39.7% | -33.2% |
| 3M | -14.3% | -5.1% | -9.2% | -12.1% |
| 6M | +3.9% | -7.1% | +11.1% | +6.9% |
| YTD | -28.1% | -3.2% | -24.9% | -30.0% |
| 1Y | -38.8% | +2.3% | -41.1% | -43.3% |
| 3Y | +888.5% | +11.1% | +877.4% | +730.0% |
| 5Y | +131.0% | +10.0% | +121.0% | +84.5% |
| All | +133.6% | +22.0% | +111.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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