+207.9%
PDD vs TCOM
-4.2%
+212.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -4.1% | -9.5% | +5.5% | +2.4% |
| 30D | -9.6% | -10.7% | +1.1% | -2.6% |
| 3M | -4.3% | -14.6% | +10.4% | +5.3% |
| 6M | -18.8% | -19.3% | +0.6% | -7.3% |
| YTD | -27.5% | -42.9% | +15.4% | +2.2% |
| 1Y | -33.6% | -43.8% | +10.2% | -6.0% |
| 3Y | -20.4% | +2.1% | -22.5% | -32.6% |
| 5Y | -19.6% | +31.2% | -50.8% | -46.2% |
| All | +207.9% | -4.2% | +212.1% | +159.9% |
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