-42.0%
PODD vs TSLQ
-97.2%
+55.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.1% |
| 7D | -10.5% | -6.6% | -3.9% | -11.0% |
| 30D | -9.0% | -24.3% | +15.3% | -10.7% |
| 3M | -11.5% | -3.6% | -7.9% | -10.8% |
| 6M | -44.7% | -12.0% | -32.8% | -44.4% |
| YTD | -53.6% | +1.4% | -55.0% | -52.5% |
| 1Y | -61.0% | -43.6% | -17.4% | -61.8% |
| 3Y | -24.7% | -95.4% | +70.7% | -34.6% |
| All | -42.0% | -97.2% | +55.2% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling