+419.8%
TXN vs PODD
+223.0%
+196.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +4.2% |
| 7D | +4.0% | -10.5% | +14.5% | +6.2% |
| 30D | -2.9% | -9.0% | +6.2% | -1.2% |
| 3M | -9.1% | -11.5% | +2.5% | -8.1% |
| 6M | +36.6% | -44.7% | +81.4% | +51.7% |
| YTD | +57.5% | -53.6% | +111.1% | +81.7% |
| 1Y | +49.5% | -61.0% | +110.5% | +78.9% |
| 3Y | +76.5% | -24.7% | +101.3% | +77.7% |
| 5Y | +62.4% | -55.5% | +117.9% | +77.7% |
| All | +419.8% | +223.0% | +196.8% | +308.4% |
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