+195.9%
PDD vs TEL
+167.5%
+28.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | -3.8% | -0.4% | -3.5% | -4.1% |
| 30D | -2.4% | +1.0% | -3.3% | -3.6% |
| 3M | -12.7% | +0.7% | -13.4% | -14.2% |
| 6M | -20.0% | +7.3% | -27.3% | -25.1% |
| YTD | -30.3% | -2.5% | -27.8% | -32.2% |
| 1Y | -42.4% | -10.3% | -32.1% | -41.3% |
| 3Y | -27.5% | +81.1% | -108.7% | -53.8% |
| 5Y | -14.9% | +45.3% | -60.2% | -38.5% |
| All | +195.9% | +167.5% | +28.4% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling