-42.1%
PDD vs TLN
-6.0%
-36.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.4% |
| 7D | -1.0% | +1.1% | -2.1% | -0.9% |
| 30D | -2.4% | -4.6% | +2.2% | -2.1% |
| 3M | -14.6% | +5.2% | -19.9% | -14.8% |
| 6M | -19.6% | -6.5% | -13.1% | -19.4% |
| YTD | -30.0% | -3.6% | -26.3% | -31.0% |
| All | -42.1% | -6.0% | -36.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling