-60.9%
PODD vs TLN
-18.5%
-42.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.1% |
| 7D | -6.9% | +5.8% | -12.7% | -6.9% |
| 30D | -3.5% | -6.9% | +3.4% | -3.5% |
| 3M | -13.6% | -10.9% | -2.7% | -14.1% |
| 6M | -42.6% | -4.6% | -38.0% | -43.6% |
| YTD | -51.5% | -14.7% | -36.8% | -52.2% |
| 1Y | -60.9% | -17.9% | -43.0% | -60.9% |
| All | -60.9% | -18.5% | -42.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling