+309.1%
PODD vs TYL
+168.7%
+140.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.0% |
| 7D | -2.1% | +6.7% | -8.8% | -5.1% |
| 30D | +9.0% | +26.5% | -17.5% | -3.3% |
| 3M | +5.2% | +37.3% | -32.1% | -10.7% |
| 6M | -3.2% | +31.2% | -34.3% | -16.2% |
| YTD | -48.5% | -7.4% | -41.1% | -48.0% |
| 1Y | -54.7% | -9.6% | -45.1% | -53.8% |
| 3Y | -7.8% | +1.9% | -9.7% | -15.9% |
| 5Y | -52.4% | -21.1% | -31.3% | -50.5% |
| All | +309.1% | +168.7% | +140.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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