+181.2%
TSCO vs PODD
+223.0%
-41.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -5.7% | -10.5% | +4.9% | -4.1% |
| 30D | -8.8% | -9.0% | +0.3% | -7.5% |
| 3M | +6.3% | -11.5% | +17.9% | +7.7% |
| 6M | -32.3% | -44.7% | +12.5% | -26.8% |
| YTD | -32.7% | -53.6% | +20.9% | -25.5% |
| 1Y | -43.7% | -61.0% | +17.3% | -36.3% |
| 3Y | -19.7% | -24.7% | +5.0% | -20.0% |
| 5Y | -11.6% | -55.5% | +43.9% | -6.9% |
| All | +181.2% | +223.0% | -41.7% | +140.7% |
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