-21.3%
PODD vs TCOM
+8.5%
-29.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -2.6% |
| 7D | -6.9% | -10.2% | +3.3% | -5.6% |
| 30D | -3.5% | -16.8% | +13.4% | -1.2% |
| 3M | -13.6% | -16.7% | +3.1% | -11.8% |
| 6M | -42.6% | -27.1% | -15.5% | -40.4% |
| YTD | -51.5% | -45.5% | -6.0% | -47.8% |
| 1Y | -60.9% | -45.9% | -15.0% | -57.9% |
| All | -21.3% | +8.5% | -29.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling