+70.8%
TLT vs PODD
+781.2%
-710.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | +0.1% |
| 7D | +0.3% | -2.5% | +2.8% | +0.2% |
| 30D | +5.1% | +10.7% | -5.6% | +5.4% |
| 3M | -0.2% | +6.1% | -6.3% | 0.0% |
| 6M | -2.9% | -2.8% | -0.1% | -2.8% |
| YTD | -2.7% | -47.3% | +44.6% | -4.1% |
| 1Y | -4.6% | -53.2% | +48.6% | -6.3% |
| 3Y | +6.1% | -2.0% | +8.1% | +6.9% |
| 5Y | -35.1% | -52.9% | +17.8% | -35.8% |
| 10Y | -12.5% | +321.1% | -333.5% | -2.9% |
| All | +70.8% | +781.2% | -710.4% | +104.3% |
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 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