+195.8%
PDD vs TDG
+340.8%
-145.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | -4.9% | +1.7% | -6.6% | -5.4% |
| 30D | -3.0% | +9.7% | -12.7% | -5.6% |
| 3M | -6.2% | -2.3% | -3.8% | -5.7% |
| 6M | -20.7% | +1.3% | -22.0% | -21.6% |
| YTD | -30.4% | -8.5% | -21.9% | -29.3% |
| 1Y | -41.3% | -8.1% | -33.1% | -40.5% |
| 3Y | -27.7% | +43.4% | -71.1% | -37.2% |
| 5Y | -16.9% | +127.8% | -144.6% | -37.5% |
| All | +195.8% | +340.8% | -145.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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