+231.1%
HOOD vs TXT
+15.5%
+215.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +7.7% | +0.8% | +6.9% | +7.1% |
| 30D | +22.0% | -10.4% | +32.4% | +31.7% |
| 3M | +37.6% | -14.3% | +52.0% | +52.1% |
| 6M | +45.3% | -15.1% | +60.4% | +60.2% |
| YTD | +1.9% | -8.3% | +10.2% | +4.2% |
| 1Y | -2.7% | -0.7% | -2.0% | -7.3% |
| 3Y | +973.4% | +6.0% | +967.4% | +840.7% |
| 5Y | +179.3% | +12.5% | +166.7% | +129.2% |
| All | +231.1% | +15.5% | +215.5% | +190.1% |
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