+250.7%
HOOD vs TXT
+14.4%
+236.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | -4.8% | +21.9% | +21.3% |
| 30D | +31.6% | -10.6% | +42.2% | +42.3% |
| 3M | +38.2% | -13.2% | +51.4% | +51.1% |
| 6M | +48.5% | -20.3% | +68.9% | +72.4% |
| YTD | +8.0% | -9.3% | +17.2% | +11.2% |
| 1Y | +18.7% | -2.7% | +21.3% | +15.0% |
| 3Y | +999.1% | +1.4% | +997.7% | +898.9% |
| 5Y | +181.7% | +9.6% | +172.1% | +129.8% |
| All | +250.7% | +14.4% | +236.3% | +209.8% |
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