-19.8%
TLT vs PODD
+218.3%
-238.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -0.3% | -6.9% | +6.6% | -0.2% |
| 30D | 0.0% | -3.5% | +3.4% | 0.0% |
| 3M | -2.9% | -13.6% | +10.7% | -2.8% |
| 6M | -6.3% | -42.6% | +36.4% | -5.8% |
| YTD | -3.3% | -51.5% | +48.1% | -2.7% |
| 1Y | -4.2% | -60.9% | +56.7% | -3.3% |
| 3Y | -1.7% | -19.8% | +18.1% | -1.6% |
| 5Y | -34.9% | -54.4% | +19.5% | -34.9% |
| 10Y | -19.8% | +236.1% | -255.9% | -18.1% |
| All | -19.8% | +218.3% | -238.1% | -18.1% |
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