-55.3%
PODD vs TXG
-62.8%
+7.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.7% |
| 7D | -10.5% | +9.5% | -20.0% | -12.2% |
| 30D | -9.0% | +18.8% | -27.8% | -12.5% |
| 3M | -11.5% | +136.1% | -147.7% | -27.5% |
| 6M | -44.7% | +235.2% | -280.0% | -58.5% |
| YTD | -53.6% | +320.5% | -374.1% | -67.0% |
| 1Y | -61.0% | +425.2% | -486.1% | -74.1% |
| 3Y | -24.7% | +42.9% | -67.6% | -35.8% |
| All | -55.3% | -62.8% | +7.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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