-53.0%
PODD vs TXT
+12.6%
-65.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +0.8% | -11.1% | +11.8% | +5.4% |
| 3M | -6.1% | -13.0% | +6.9% | -1.3% |
| 6M | -40.0% | -16.2% | -23.8% | -36.2% |
| YTD | -49.9% | -8.7% | -41.2% | -49.0% |
| 1Y | -59.3% | -3.8% | -55.5% | -59.6% |
| 3Y | -17.2% | +5.5% | -22.8% | -25.0% |
| 5Y | -53.0% | +12.3% | -65.3% | -59.4% |
| All | -53.0% | +12.6% | -65.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling