-80.5%
TE vs PODD
-16.4%
-64.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.5% |
| 7D | -19.1% | +4.1% | -23.1% | -19.8% |
| 30D | -34.1% | +13.9% | -48.0% | -36.1% |
| 3M | -60.1% | +4.1% | -64.2% | -60.7% |
| 6M | -66.0% | +2.4% | -68.4% | -67.3% |
| YTD | -71.4% | -46.4% | -25.1% | -66.9% |
| 1Y | -45.3% | -54.2% | +8.9% | -33.8% |
| 3Y | +9.1% | -6.9% | +16.0% | +3.1% |
| 5Y | -82.6% | -51.6% | -31.0% | -81.9% |
| All | -80.5% | -16.4% | -64.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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