+122.7%
HOOD vs TXT
+8.5%
+114.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -23.0% | +13.3% | -36.3% | -30.4% |
| 3M | -21.6% | -5.0% | -16.7% | -19.7% |
| 6M | +1.4% | -8.4% | +9.9% | +5.6% |
| YTD | -31.2% | -4.0% | -27.2% | -32.8% |
| 1Y | -35.9% | +2.8% | -38.7% | -41.2% |
| 3Y | +836.9% | +10.3% | +826.7% | +679.9% |
| All | +122.7% | +8.5% | +114.2% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling