+5.0%
TSLL vs PODD
+22.0%
-17.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.4% | -16.5% | -19.2% |
| 7D | -28.9% | +2.4% | -31.3% | -27.5% |
| 30D | -21.4% | +15.9% | -37.3% | -23.7% |
| 3M | +5.0% | +17.2% | -12.2% | +2.0% |
| All | +5.0% | +22.0% | -17.0% | +2.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling