+211.0%
PDD vs TFC
+39.0%
+172.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +5.6% | +1.2% | +4.4% | +5.4% |
| 30D | +5.8% | +8.3% | -2.6% | +3.9% |
| 3M | -8.6% | -5.2% | -3.4% | -7.7% |
| 6M | -18.8% | -0.8% | -18.0% | -19.1% |
| YTD | -26.8% | +3.4% | -30.2% | -27.7% |
| 1Y | -39.3% | +17.0% | -56.3% | -41.7% |
| 3Y | -22.5% | +86.2% | -108.7% | -33.5% |
| 5Y | -0.8% | -2.3% | +1.5% | -4.4% |
| All | +211.0% | +39.0% | +172.0% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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