+1,099.0%
TMO vs PODD
+711.3%
+387.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.0% |
| 7D | -0.5% | -6.9% | +6.4% | +0.9% |
| 30D | +1.0% | -3.5% | +4.5% | +1.6% |
| 3M | +22.7% | -13.6% | +36.3% | +25.2% |
| 6M | +19.0% | -42.6% | +61.6% | +30.7% |
| YTD | +4.7% | -51.5% | +56.2% | +18.8% |
| 1Y | +26.0% | -60.9% | +86.9% | +48.5% |
| 3Y | +18.0% | -19.8% | +37.8% | +17.3% |
| 5Y | +8.0% | -54.4% | +62.4% | +16.4% |
| 10Y | +333.8% | +236.1% | +97.7% | +202.0% |
| All | +1,099.0% | +711.3% | +387.7% | +457.1% |
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 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