+79.0%
TFC vs PODD
+314.4%
-235.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.2% | -9.1% | +7.9% | +0.2% |
| 30D | +7.8% | +7.3% | +0.5% | +6.5% |
| 3M | -3.0% | +3.7% | -6.7% | -3.7% |
| 6M | +5.8% | -2.7% | +8.5% | +5.3% |
| YTD | +5.3% | -47.2% | +52.5% | +15.0% |
| 1Y | +15.7% | -54.0% | +69.7% | +29.0% |
| 3Y | +94.8% | -3.3% | +98.1% | +89.4% |
| 5Y | 0.0% | -52.3% | +52.4% | +5.7% |
| 10Y | +79.0% | +322.4% | -243.4% | +45.3% |
| All | +79.0% | +314.4% | -235.4% | +45.3% |
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