+191.5%
PDD vs TEL
+149.5%
+42.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -2.3% | -2.4% | -3.4% |
| 30D | -14.0% | -6.1% | -7.9% | -11.2% |
| 3M | -4.9% | +1.7% | -6.6% | -6.7% |
| 6M | -25.8% | +1.6% | -27.4% | -28.2% |
| YTD | -31.4% | -9.1% | -22.3% | -29.8% |
| 1Y | -37.6% | -1.7% | -35.9% | -39.4% |
| 3Y | -18.4% | +67.3% | -85.7% | -45.1% |
| 5Y | -25.0% | +52.1% | -77.1% | -46.2% |
| All | +191.5% | +149.5% | +42.1% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling