+824.1%
PODD vs TAP
+47.1%
+777.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | +10.7% | -2.1% | +12.8% | +11.3% |
| 3M | +0.7% | +6.6% | -5.9% | -1.1% |
| 6M | -39.3% | -11.5% | -27.8% | -37.3% |
| YTD | -48.1% | -10.3% | -37.9% | -46.9% |
| 1Y | -57.4% | -14.4% | -43.0% | -56.0% |
| 3Y | -23.3% | -28.3% | +5.0% | -17.6% |
| 5Y | -51.3% | +1.7% | -53.0% | -53.6% |
| 10Y | +242.0% | -49.2% | +291.2% | +295.8% |
| All | +824.1% | +47.1% | +777.0% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling