+97.2%
TFC vs PODD
+218.3%
-121.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -1.3% | -6.9% | +5.6% | -0.2% |
| 30D | -2.3% | -3.5% | +1.1% | -1.9% |
| 3M | +2.5% | -13.6% | +16.1% | +4.0% |
| 6M | +9.5% | -42.6% | +52.1% | +18.0% |
| YTD | +5.1% | -51.5% | +56.5% | +16.2% |
| 1Y | +15.5% | -60.9% | +76.4% | +31.8% |
| 3Y | +95.2% | -19.8% | +114.9% | +94.9% |
| 5Y | +14.5% | -54.4% | +68.8% | +21.6% |
| 10Y | +97.2% | +236.1% | -138.9% | +67.3% |
| All | +97.2% | +218.3% | -121.1% | +67.3% |
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