+308.9%
PODD vs TAP
-48.8%
+357.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -4.4% | -4.5% | +0.1% | -3.5% |
| 30D | +9.4% | +7.5% | +2.0% | +8.2% |
| 3M | +3.6% | -4.9% | +8.5% | +4.5% |
| 6M | -4.0% | -3.5% | -0.5% | -3.4% |
| YTD | -47.9% | -11.4% | -36.5% | -47.1% |
| 1Y | -53.8% | -10.8% | -43.0% | -53.2% |
| 3Y | -4.5% | -24.5% | +19.9% | -1.4% |
| 5Y | -51.9% | +2.5% | -54.3% | -52.5% |
| 10Y | +308.9% | -47.6% | +356.5% | +373.7% |
| All | +308.9% | -48.8% | +357.7% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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