-18.1%
PDD vs TEL
+66.0%
-84.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -13.1% | -4.9% | -8.2% | -11.8% |
| 3M | -3.5% | +0.1% | -3.6% | -4.1% |
| 6M | -21.8% | +0.4% | -22.1% | -23.1% |
| YTD | -29.7% | -8.9% | -20.7% | -28.6% |
| 1Y | -36.2% | -0.3% | -35.9% | -37.7% |
| All | -18.1% | +66.0% | -84.1% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling