-19.1%
TE vs PODD
-21.1%
+2.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.4% |
| 7D | +15.0% | -6.9% | +21.9% | +16.4% |
| 30D | -7.5% | -3.5% | -4.1% | -7.2% |
| 3M | -42.0% | -13.6% | -28.4% | -41.4% |
| 6M | -31.4% | -42.6% | +11.2% | -20.5% |
| YTD | -26.5% | -51.5% | +25.0% | -9.5% |
| 1Y | +153.1% | -60.9% | +214.0% | +238.8% |
| All | -19.1% | -21.1% | +2.0% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling