+2,795.5%
PODD vs TMF
-69.2%
+2,864.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.0% |
| 30D | +9.0% | +19.7% | -10.7% | +10.6% |
| 3M | +5.2% | -2.1% | +7.3% | +5.0% |
| 6M | -3.2% | -13.4% | +10.3% | -4.2% |
| YTD | -48.5% | -16.7% | -31.7% | -49.1% |
| 1Y | -54.7% | -23.3% | -31.4% | -55.6% |
| 3Y | -7.8% | -24.8% | +17.0% | -8.6% |
| 5Y | -52.4% | -88.0% | +35.6% | -61.7% |
| 10Y | +315.9% | -84.7% | +400.6% | +277.7% |
| All | +2,795.5% | -69.2% | +2,864.6% | +3,469.4% |
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