+190.4%
PDD vs TCOM
+0.9%
+189.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -7.6% | -1.4% | -6.3% | -6.8% |
| 30D | -5.4% | +11.5% | -16.9% | -12.1% |
| 3M | -12.9% | -5.2% | -7.7% | -10.0% |
| 6M | -19.0% | -16.9% | -2.1% | -9.4% |
| YTD | -31.6% | -39.9% | +8.3% | -7.0% |
| 1Y | -43.0% | -42.1% | -0.9% | -20.7% |
| 3Y | -28.9% | +28.0% | -56.9% | -48.7% |
| 5Y | -18.4% | +40.4% | -58.8% | -47.5% |
| All | +190.4% | +0.9% | +189.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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