-49.4%
PODD vs TLN
+602.5%
-651.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.8% |
| 7D | -4.1% | +10.9% | -15.0% | -5.1% |
| 30D | +0.8% | -6.3% | +7.1% | +1.2% |
| 3M | -6.1% | -10.7% | +4.6% | -5.7% |
| 6M | -40.0% | +1.6% | -41.6% | -41.1% |
| YTD | -49.9% | -13.1% | -36.9% | -50.2% |
| 1Y | -59.3% | -15.1% | -44.2% | -59.5% |
| 3Y | -17.2% | +495.0% | -512.3% | -34.6% |
| All | -49.4% | +602.5% | -651.8% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling