+215.2%
PODD vs TSN
-4.9%
+220.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -10.5% | +3.0% | -13.6% | -11.1% |
| 30D | -9.0% | -4.2% | -4.8% | -8.3% |
| 3M | -11.5% | -3.9% | -7.7% | -10.8% |
| 6M | -44.7% | -9.8% | -34.9% | -43.7% |
| YTD | -53.6% | -7.3% | -46.3% | -53.0% |
| 1Y | -61.0% | -2.2% | -58.7% | -61.1% |
| 3Y | -24.7% | +11.9% | -36.6% | -28.7% |
| 5Y | -55.5% | -16.9% | -38.5% | -54.3% |
| All | +215.2% | -4.9% | +220.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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