+2,814.6%
PODD vs TMF
-68.9%
+2,883.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.0% |
| 7D | +1.6% | -1.4% | +3.1% | +1.5% |
| 30D | +10.7% | -2.8% | +13.5% | +10.4% |
| 3M | +0.7% | -10.9% | +11.6% | -0.1% |
| 6M | -39.3% | -21.3% | -18.0% | -40.4% |
| YTD | -48.1% | -15.9% | -32.2% | -48.8% |
| 1Y | -57.4% | -15.7% | -41.7% | -57.9% |
| 3Y | -23.3% | -43.4% | +20.1% | -26.0% |
| 5Y | -51.3% | -87.8% | +36.5% | -60.5% |
| 10Y | +242.0% | -86.7% | +328.8% | +200.7% |
| All | +2,814.6% | -68.9% | +2,883.5% | +3,496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling