-21.3%
PODD vs TSLQ
-95.6%
+74.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -6.9% | -8.0% | +1.1% | -7.4% |
| 30D | -3.5% | -23.8% | +20.3% | -5.0% |
| 3M | -13.6% | -7.0% | -6.6% | -13.1% |
| 6M | -42.6% | -17.1% | -25.5% | -42.6% |
| YTD | -51.5% | +0.1% | -51.5% | -50.4% |
| 1Y | -60.9% | -51.2% | -9.7% | -62.3% |
| All | -21.3% | -95.6% | +74.3% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling