+211.0%
PDD vs TMF
-80.0%
+291.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +5.6% | +1.2% | +4.4% | +5.6% |
| 30D | +5.8% | +19.7% | -14.0% | +6.1% |
| 3M | -8.6% | -2.1% | -6.5% | -8.6% |
| 6M | -18.8% | -13.4% | -5.4% | -19.0% |
| YTD | -26.8% | -16.7% | -10.0% | -27.0% |
| 1Y | -39.3% | -23.3% | -15.9% | -39.5% |
| 3Y | -22.5% | -24.8% | +2.3% | -22.7% |
| 5Y | -0.8% | -88.0% | +87.3% | -10.1% |
| All | +211.0% | -80.0% | +291.0% | +211.2% |
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