+214.4%
PDD vs TMF
-80.0%
+294.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +5.9% | +2.7% | +3.2% | +5.9% |
| 30D | +7.1% | +19.3% | -12.2% | +7.4% |
| 3M | -7.7% | -3.7% | -4.0% | -7.7% |
| 6M | -13.2% | -11.3% | -1.9% | -13.4% |
| YTD | -26.0% | -16.6% | -9.4% | -26.2% |
| 1Y | -38.4% | -21.1% | -17.3% | -38.6% |
| 3Y | -21.1% | -26.8% | +5.7% | -21.3% |
| 5Y | +0.3% | -88.0% | +88.4% | -9.1% |
| All | +214.4% | -80.0% | +294.4% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling