-39.3%
PDD vs TOST
-11.1%
-28.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +5.6% | +9.4% | -3.8% | +4.1% |
| 30D | +5.8% | +13.5% | -7.7% | +3.6% |
| 3M | -8.6% | -0.1% | -8.5% | -8.8% |
| 6M | -18.8% | +22.5% | -41.3% | -21.0% |
| YTD | -26.8% | -2.4% | -24.4% | -26.2% |
| 1Y | -39.3% | -4.7% | -34.6% | -38.4% |
| All | -39.3% | -11.1% | -28.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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