+215.2%
PODD vs TDY
+479.2%
-264.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.6% |
| 7D | -10.5% | -1.1% | -9.4% | -10.0% |
| 30D | -9.0% | -12.0% | +3.0% | -3.6% |
| 3M | -11.5% | -3.2% | -8.4% | -10.8% |
| 6M | -44.7% | -7.9% | -36.9% | -43.2% |
| YTD | -53.6% | +18.2% | -71.8% | -58.1% |
| 1Y | -61.0% | +6.7% | -67.6% | -63.0% |
| 3Y | -24.7% | +47.5% | -72.3% | -39.9% |
| 5Y | -55.5% | +39.5% | -95.0% | -63.7% |
| All | +215.2% | +479.2% | -264.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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