-45.4%
TE vs PODD
-54.3%
+8.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.0% |
| 7D | +15.0% | -6.9% | +21.9% | +17.4% |
| 30D | -7.5% | -3.5% | -4.1% | -6.9% |
| 3M | -42.0% | -13.6% | -28.4% | -41.2% |
| 6M | -31.4% | -42.6% | +11.2% | -19.3% |
| YTD | -26.5% | -51.5% | +25.0% | -7.6% |
| 1Y | +153.1% | -60.9% | +214.0% | +246.2% |
| 3Y | -20.7% | -19.8% | -0.9% | -25.7% |
| 5Y | -45.4% | -54.4% | +8.9% | -35.9% |
| All | -45.4% | -54.3% | +8.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling