+236.1%
PODD vs TAP
-51.4%
+287.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | -6.9% | -5.1% | -1.8% | -6.0% |
| 30D | -3.5% | -8.4% | +5.0% | -2.0% |
| 3M | -13.6% | -3.9% | -9.7% | -13.0% |
| 6M | -42.6% | -14.4% | -28.2% | -41.2% |
| YTD | -51.5% | -14.7% | -36.7% | -50.4% |
| 1Y | -60.9% | -18.7% | -42.2% | -59.8% |
| 3Y | -19.8% | -32.6% | +12.9% | -15.4% |
| 5Y | -54.4% | -1.4% | -53.0% | -54.8% |
| 10Y | +236.1% | -50.4% | +286.4% | +305.9% |
| All | +236.1% | -51.4% | +287.4% | +305.9% |
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