+197.4%
PDD vs TCOM
+3.0%
+194.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.0% | +6.5% | -7.5% | -5.0% |
| 30D | -2.4% | +13.3% | -15.7% | -10.2% |
| 3M | -14.6% | -6.5% | -8.2% | -11.0% |
| 6M | -19.6% | -16.3% | -3.3% | -10.5% |
| YTD | -30.0% | -38.7% | +8.7% | -6.0% |
| 1Y | -42.5% | -40.1% | -2.4% | -21.8% |
| 3Y | -27.2% | +30.6% | -57.8% | -48.2% |
| 5Y | -8.2% | +45.8% | -54.0% | -42.2% |
| All | +197.4% | +3.0% | +194.4% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling