-54.6%
PODD vs TW
+19.6%
-74.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -10.6% | -2.7% | -7.8% | -9.6% |
| 30D | -6.9% | -1.7% | -5.2% | -6.4% |
| 3M | -10.6% | +1.6% | -12.2% | -11.9% |
| 6M | -43.5% | -17.7% | -25.8% | -39.6% |
| YTD | -52.6% | -4.3% | -48.3% | -53.0% |
| 1Y | -60.1% | -13.1% | -47.0% | -58.7% |
| 3Y | -21.7% | +20.3% | -41.9% | -34.7% |
| 5Y | -54.6% | +22.0% | -76.5% | -60.7% |
| All | -54.6% | +19.6% | -74.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling