-6.9%
PODD vs TXT
+10.4%
-17.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | +13.9% | +13.3% | +0.5% | +10.6% |
| 3M | +4.1% | -5.0% | +9.1% | +5.1% |
| 6M | +2.4% | -8.4% | +10.9% | +3.9% |
| YTD | -46.4% | -4.0% | -42.4% | -46.5% |
| 1Y | -54.2% | +2.8% | -57.0% | -55.1% |
| 3Y | -6.9% | +10.3% | -17.1% | -13.5% |
| All | -6.9% | +10.4% | -17.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling