+73.5%
TFC vs PODD
+315.5%
-242.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +8.6% | +8.1% | +0.6% | +7.3% |
| 3M | -4.3% | +2.9% | -7.3% | -4.9% |
| 6M | +5.4% | -5.7% | +11.2% | +5.4% |
| YTD | +4.5% | -47.5% | +52.0% | +14.3% |
| 1Y | +14.0% | -55.7% | +69.7% | +27.9% |
| 3Y | +93.4% | -3.7% | +97.1% | +88.2% |
| 5Y | +0.5% | -52.6% | +53.1% | +6.2% |
| All | +73.5% | +315.5% | -242.0% | +38.9% |
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 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