-55.4%
TSLL vs PODD
-43.4%
-12.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.8% | -10.9% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | +17.8% | +10.7% | +7.1% | +12.5% |
| 3M | -37.0% | +0.7% | -37.7% | -39.7% |
| 6M | -37.7% | -39.3% | +1.6% | -21.4% |
| YTD | -51.4% | -48.1% | -3.3% | -33.1% |
| 1Y | -23.4% | -57.4% | +34.1% | +17.8% |
| 3Y | -30.8% | -23.3% | -7.5% | -19.6% |
| All | -55.4% | -43.4% | -12.1% | -42.2% |
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 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