+70.7%
TLT vs PODD
+767.5%
-696.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.4% |
| 30D | -0.6% | +10.7% | -11.2% | -0.3% |
| 3M | -2.7% | +0.7% | -3.5% | -2.6% |
| 6M | -5.6% | -39.3% | +33.7% | -6.7% |
| YTD | -2.8% | -48.1% | +45.3% | -4.3% |
| 1Y | -1.4% | -57.4% | +56.0% | -3.5% |
| 3Y | -1.6% | -23.3% | +21.7% | -1.6% |
| 5Y | -33.8% | -51.3% | +17.4% | -34.4% |
| 10Y | -21.1% | +242.0% | -263.2% | -13.3% |
| All | +70.7% | +767.5% | -696.9% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling