+226.1%
PODD vs TYL
+106.7%
+119.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -1.3% |
| 7D | -4.1% | -7.6% | +3.5% | -0.3% |
| 30D | +0.8% | +11.3% | -10.5% | -4.6% |
| 3M | -6.1% | +14.5% | -20.6% | -12.6% |
| 6M | -40.0% | -7.1% | -32.8% | -38.6% |
| YTD | -49.9% | -23.4% | -26.6% | -44.3% |
| 1Y | -59.3% | -38.6% | -20.7% | -49.3% |
| 3Y | -17.2% | -11.3% | -5.9% | -19.5% |
| 5Y | -53.0% | -28.0% | -25.0% | -49.0% |
| 10Y | +226.1% | +104.9% | +121.3% | +117.9% |
| All | +226.1% | +106.7% | +119.5% | +117.9% |
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