+361.1%
TTD vs PODD
+218.6%
+142.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.5% |
| 7D | -4.6% | -6.9% | +2.3% | -1.3% |
| 30D | +3.7% | -3.5% | +7.1% | +5.4% |
| 3M | -30.2% | -13.6% | -16.6% | -26.7% |
| 6M | -51.4% | -42.6% | -8.8% | -38.9% |
| YTD | -63.4% | -51.5% | -12.0% | -50.2% |
| 1Y | -73.5% | -60.9% | -12.6% | -59.9% |
| 3Y | -83.5% | -19.8% | -63.7% | -83.9% |
| 5Y | -80.9% | -54.4% | -26.6% | -75.6% |
| All | +361.1% | +218.6% | +142.5% | +213.5% |
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