-22.5%
PDD vs TCOM
+30.2%
-52.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | +5.6% | +12.1% | -6.5% | +0.2% |
| 30D | +5.8% | +16.5% | -10.7% | -1.4% |
| 3M | -8.6% | -4.0% | -4.6% | -7.0% |
| 6M | -18.8% | -18.5% | -0.3% | -11.5% |
| YTD | -26.8% | -38.3% | +11.5% | -10.5% |
| 1Y | -39.3% | -36.6% | -2.7% | -26.9% |
| 3Y | -22.5% | +31.1% | -53.6% | -30.7% |
| All | -22.5% | +30.2% | -52.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling