-47.5%
PODD vs TLN
+583.6%
-631.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.4% |
| 7D | +1.6% | +7.1% | -5.4% | +0.9% |
| 30D | +10.7% | -3.9% | +14.6% | +10.8% |
| 3M | +0.7% | -16.2% | +16.9% | +1.8% |
| 6M | -39.3% | -5.8% | -33.5% | -39.9% |
| YTD | -48.1% | -15.4% | -32.7% | -48.2% |
| 1Y | -57.4% | -16.7% | -40.8% | -57.6% |
| 3Y | -23.3% | +473.8% | -497.0% | -39.1% |
| All | -47.5% | +583.6% | -631.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling