+824.1%
PODD vs TXT
+64.5%
+759.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +1.6% | -4.8% | +6.4% | +3.2% |
| 30D | +10.7% | -10.6% | +21.3% | +14.7% |
| 3M | +0.7% | -13.2% | +13.9% | +5.1% |
| 6M | -39.3% | -20.3% | -18.9% | -35.1% |
| YTD | -48.1% | -9.3% | -38.9% | -47.0% |
| 1Y | -57.4% | -2.7% | -54.7% | -57.6% |
| 3Y | -23.3% | +1.4% | -24.6% | -26.0% |
| 5Y | -51.3% | +9.6% | -60.8% | -54.4% |
| 10Y | +242.0% | +94.9% | +147.1% | +139.7% |
| All | +824.1% | +64.5% | +759.6% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling