+0.1%
HOOD vs TXT
-2.3%
+2.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | +13.4% | -0.2% | +13.6% | +13.4% |
| 30D | +25.8% | -11.1% | +36.8% | +29.1% |
| 3M | +38.0% | -13.0% | +51.0% | +42.1% |
| 6M | +52.2% | -16.2% | +68.4% | +58.2% |
| YTD | +3.7% | -8.7% | +12.5% | +2.4% |
| 1Y | +0.1% | -3.8% | +3.8% | -5.2% |
| All | +0.1% | -2.3% | +2.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling