+203.6%
TGT vs PODD
+223.0%
-19.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -5.2% | -10.5% | +5.3% | -3.7% |
| 30D | +1.2% | -9.0% | +10.2% | +2.5% |
| 3M | +18.4% | -11.5% | +29.9% | +19.9% |
| 6M | +33.4% | -44.7% | +78.2% | +43.8% |
| YTD | +63.8% | -53.6% | +117.4% | +80.9% |
| 1Y | +77.2% | -61.0% | +138.1% | +100.4% |
| 3Y | +41.8% | -24.7% | +66.5% | +41.6% |
| 5Y | -25.5% | -55.5% | +29.9% | -21.3% |
| All | +203.6% | +223.0% | -19.4% | +169.8% |
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