+1,672.6%
TSM vs PODD
+315.5%
+1,357.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | -4.4% | +19.2% | +15.6% |
| 30D | -8.9% | +8.1% | -17.0% | -10.3% |
| 3M | -5.3% | +2.9% | -8.2% | -6.1% |
| 6M | +2.6% | -5.7% | +8.3% | +1.9% |
| YTD | +34.5% | -47.5% | +82.0% | +49.5% |
| 1Y | +41.0% | -55.7% | +96.7% | +62.1% |
| 3Y | +333.1% | -3.7% | +336.9% | +314.3% |
| 5Y | +270.1% | -52.6% | +322.7% | +295.5% |
| All | +1,672.6% | +315.5% | +1,357.1% | +1,305.5% |
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