+197.4%
PDD vs TMF
-80.8%
+278.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | -2.4% | +11.8% | -14.2% | -2.2% |
| 3M | -14.6% | -4.0% | -10.6% | -14.7% |
| 6M | -19.6% | -16.5% | -3.1% | -19.8% |
| YTD | -30.0% | -19.9% | -10.1% | -30.2% |
| 1Y | -42.5% | -25.6% | -16.9% | -42.8% |
| 3Y | -27.2% | -29.9% | +2.7% | -27.4% |
| 5Y | -8.2% | -88.2% | +80.0% | -16.8% |
| All | +197.4% | -80.8% | +278.1% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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