-56.8%
TSLL vs PODD
-43.8%
-13.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.2% | +14.8% | +11.5% |
| 7D | -21.2% | -2.1% | -19.1% | -20.5% |
| 30D | -13.3% | +9.0% | -22.3% | -17.1% |
| 3M | +15.4% | +5.2% | +10.2% | +12.3% |
| 6M | -34.2% | -3.2% | -31.1% | -37.0% |
| YTD | -52.9% | -48.5% | -4.4% | -35.4% |
| 1Y | -54.3% | -54.7% | +0.4% | -32.6% |
| 3Y | -18.4% | -7.8% | -10.6% | -11.0% |
| All | -56.8% | -43.8% | -13.1% | -44.2% |
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