-51.8%
PODD vs TAP
+0.6%
-52.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.2% |
| 7D | +4.1% | +1.3% | +2.8% | +3.7% |
| 30D | +13.9% | +5.7% | +8.1% | +12.2% |
| 3M | +4.1% | -1.9% | +6.0% | +4.6% |
| 6M | +2.4% | +0.9% | +1.5% | +2.1% |
| YTD | -46.4% | -9.5% | -36.8% | -45.5% |
| 1Y | -54.2% | -9.0% | -45.2% | -53.6% |
| 3Y | -6.9% | -22.2% | +15.4% | -3.2% |
| All | -51.8% | +0.6% | -52.4% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling