+309.3%
TEL vs PODD
+223.0%
+86.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.0% |
| 7D | +1.6% | -10.5% | +12.1% | +3.8% |
| 30D | -0.7% | -9.0% | +8.4% | +1.0% |
| 3M | +2.4% | -11.5% | +14.0% | +3.7% |
| 6M | +4.1% | -44.7% | +48.9% | +15.4% |
| YTD | -5.8% | -53.6% | +47.8% | +8.2% |
| 1Y | +0.9% | -61.0% | +61.8% | +20.0% |
| 3Y | +72.6% | -24.7% | +97.3% | +72.9% |
| 5Y | +57.5% | -55.5% | +113.0% | +71.8% |
| All | +309.3% | +223.0% | +86.4% | +218.6% |
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