-51.8%
PODD vs TMF
-88.6%
+36.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | +4.1% | -9.3% | +13.3% | +4.9% |
| 30D | +13.9% | +1.9% | +11.9% | +13.7% |
| 3M | +4.1% | -11.2% | +15.4% | +5.1% |
| 6M | +2.4% | -17.7% | +20.2% | +3.9% |
| YTD | -46.4% | -24.5% | -21.9% | -45.3% |
| 1Y | -54.2% | -29.4% | -24.7% | -53.0% |
| 3Y | -6.9% | -33.4% | +26.6% | -5.1% |
| All | -51.8% | -88.6% | +36.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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