-1.5%
PODD vs TXG
+21.5%
-23.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -4.5% |
| 7D | -4.1% | +9.4% | -13.5% | -6.0% |
| 30D | +0.8% | +26.1% | -25.3% | -4.7% |
| 3M | -6.1% | +124.8% | -130.9% | -23.0% |
| 6M | -40.0% | +215.2% | -255.2% | -55.1% |
| YTD | -49.9% | +302.2% | -352.2% | -64.8% |
| 1Y | -59.3% | +370.9% | -430.2% | -72.9% |
| 3Y | -17.2% | +38.5% | -55.8% | -31.0% |
| 5Y | -53.0% | -64.4% | +11.4% | -48.7% |
| All | -1.5% | +21.5% | -23.0% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling