-17.2%
PODD vs TXT
+5.7%
-22.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +0.8% | -11.1% | +11.8% | +3.3% |
| 3M | -6.1% | -13.0% | +6.9% | -3.5% |
| 6M | -40.0% | -16.2% | -23.8% | -37.9% |
| YTD | -49.9% | -8.7% | -41.2% | -49.4% |
| 1Y | -59.3% | -3.8% | -55.5% | -59.5% |
| 3Y | -17.2% | +5.5% | -22.8% | -21.5% |
| All | -17.2% | +5.7% | -22.9% | -21.5% |
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