-53.2%
TE vs PODD
-19.2%
-34.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -4.0% | +1.6% | -5.6% | -4.4% |
| 30D | -15.9% | +10.7% | -26.6% | -18.2% |
| 3M | -60.5% | +0.7% | -61.3% | -61.8% |
| 6M | -35.2% | -39.3% | +4.1% | -27.7% |
| YTD | -31.1% | -48.1% | +17.0% | -19.6% |
| 1Y | +148.6% | -57.4% | +206.1% | +207.1% |
| 3Y | -26.4% | -23.3% | -3.1% | -27.0% |
| 5Y | -48.0% | -51.3% | +3.2% | -45.7% |
| All | -53.2% | -19.2% | -34.0% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling