+37.8%
PODD vs TW
+206.7%
-168.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -10.5% | -4.5% | -6.0% | -9.0% |
| 30D | -9.0% | -2.3% | -6.8% | -8.4% |
| 3M | -11.5% | +2.6% | -14.1% | -13.1% |
| 6M | -44.7% | -17.5% | -27.2% | -41.4% |
| YTD | -53.6% | -5.3% | -48.3% | -53.7% |
| 1Y | -61.0% | -14.8% | -46.2% | -59.5% |
| 3Y | -24.7% | +18.8% | -43.5% | -33.6% |
| 5Y | -55.5% | +20.7% | -76.2% | -61.7% |
| All | +37.8% | +206.7% | -168.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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