+198.7%
PDD vs TCOM
-5.4%
+204.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.1% |
| 7D | -4.1% | -7.6% | +3.5% | +0.9% |
| 30D | -13.1% | -12.2% | -0.9% | -5.3% |
| 3M | -3.5% | -14.2% | +10.7% | +5.8% |
| 6M | -21.8% | -25.0% | +3.2% | -6.3% |
| YTD | -29.7% | -43.7% | +14.0% | 0.0% |
| 1Y | -36.2% | -44.5% | +8.3% | -8.9% |
| 3Y | -16.4% | +13.4% | -29.8% | -34.4% |
| 5Y | -23.8% | +26.5% | -50.3% | -48.1% |
| All | +198.7% | -5.4% | +204.1% | +154.3% |
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