+2,664.3%
TSLA vs PODD
+223.0%
+2,441.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +3.2% | -10.5% | +13.7% | +7.3% |
| 30D | +11.6% | -9.0% | +20.6% | +15.3% |
| 3M | -8.4% | -11.5% | +3.1% | -6.3% |
| 6M | -10.4% | -44.7% | +34.4% | +8.0% |
| YTD | -18.7% | -53.6% | +34.8% | +4.4% |
| 1Y | -0.9% | -61.0% | +60.0% | +35.2% |
| 3Y | +33.6% | -24.7% | +58.3% | +37.0% |
| 5Y | +48.9% | -55.5% | +104.4% | +77.9% |
| All | +2,664.3% | +223.0% | +2,441.3% | +1,760.5% |
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