+322.4%
PODD vs TXT
+98.8%
+223.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | +7.3% | +13.4% | -6.1% | +3.7% |
| 3M | +3.7% | -2.5% | +6.2% | +4.2% |
| 6M | -2.7% | -6.2% | +3.5% | -1.5% |
| YTD | -47.2% | -1.3% | -45.9% | -47.6% |
| 1Y | -54.0% | +4.3% | -58.3% | -55.0% |
| 3Y | -3.3% | +13.2% | -16.5% | -9.0% |
| 5Y | -52.3% | +12.4% | -64.7% | -55.6% |
| 10Y | +322.4% | +94.8% | +227.6% | +288.8% |
| All | +322.4% | +98.8% | +223.6% | +288.8% |
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