+818.0%
PODD vs TYL
+3,440.1%
-2,622.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -4.9% |
| 7D | -2.1% | +6.7% | -8.8% | -5.6% |
| 30D | +9.0% | +26.5% | -17.5% | -5.0% |
| 3M | +5.2% | +37.3% | -32.1% | -12.9% |
| 6M | -3.2% | +31.2% | -34.3% | -18.1% |
| YTD | -48.5% | -7.4% | -41.1% | -48.3% |
| 1Y | -54.7% | -9.6% | -45.1% | -54.0% |
| 3Y | -7.8% | +1.9% | -9.7% | -16.7% |
| 5Y | -52.4% | -21.1% | -31.3% | -50.8% |
| 10Y | +315.9% | +171.8% | +144.1% | +88.9% |
| All | +818.0% | +3,440.1% | -2,622.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling