-53.4%
TE vs PODD
-26.2%
-27.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.2% |
| 7D | +0.9% | -10.6% | +11.4% | +3.5% |
| 30D | -16.3% | -6.9% | -9.3% | -15.1% |
| 3M | -40.8% | -10.6% | -30.1% | -40.8% |
| 6M | -42.6% | -43.5% | +0.9% | -35.0% |
| YTD | -31.4% | -52.6% | +21.2% | -18.2% |
| 1Y | +144.9% | -60.1% | +205.0% | +206.2% |
| 3Y | -26.0% | -21.7% | -4.3% | -27.2% |
| 5Y | -48.5% | -54.6% | +6.1% | -45.1% |
| All | -53.4% | -26.2% | -27.2% | -51.1% |
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