-60.3%
TSLL vs PODD
-40.1%
-20.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.4% | -16.5% | -19.3% |
| 7D | -28.9% | +2.4% | -31.3% | -29.4% |
| 30D | -21.4% | +15.9% | -37.3% | -26.7% |
| 3M | +5.0% | +17.2% | -12.2% | -2.6% |
| 6M | -36.6% | -6.8% | -29.8% | -37.6% |
| YTD | -56.6% | -45.1% | -11.6% | -42.1% |
| 1Y | -60.9% | -50.3% | -10.5% | -44.8% |
| 3Y | -25.2% | -4.0% | -21.3% | -20.0% |
| All | -60.3% | -40.1% | -20.2% | -50.0% |
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 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