+132.4%
HOOD vs TXT
+20.9%
+111.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.6% |
| 7D | -4.8% | -2.5% | -2.3% | -3.2% |
| 30D | -26.1% | +14.4% | -40.5% | -33.5% |
| 3M | -10.8% | -4.9% | -5.9% | -8.7% |
| 6M | +2.4% | -10.2% | +12.6% | +8.2% |
| YTD | -28.5% | -4.1% | -24.4% | -29.9% |
| 1Y | -36.3% | +4.0% | -40.3% | -41.8% |
| 3Y | +743.7% | +8.0% | +735.7% | +626.3% |
| 5Y | +118.6% | +8.4% | +110.2% | +75.9% |
| All | +132.4% | +20.9% | +111.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling