+236.1%
PODD vs TXT
+100.3%
+135.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -6.9% | +0.8% | -7.7% | -7.1% |
| 30D | -3.5% | -10.4% | +7.0% | -0.6% |
| 3M | -13.6% | -14.3% | +0.8% | -10.2% |
| 6M | -42.6% | -15.1% | -27.5% | -40.4% |
| YTD | -51.5% | -8.3% | -43.2% | -50.8% |
| 1Y | -60.9% | -0.7% | -60.2% | -61.3% |
| 3Y | -19.8% | +6.0% | -25.8% | -23.3% |
| 5Y | -54.4% | +12.5% | -66.9% | -57.3% |
| 10Y | +236.1% | +103.2% | +132.9% | +152.5% |
| All | +236.1% | +100.3% | +135.8% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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