+198.7%
PDD vs TSEM
+946.8%
-748.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -4.1% | +10.4% | -14.5% | -6.6% |
| 30D | -13.1% | -12.9% | -0.1% | -10.4% |
| 3M | -3.5% | -9.2% | +5.7% | -5.0% |
| 6M | -21.8% | +98.8% | -120.6% | -41.6% |
| YTD | -29.7% | +87.2% | -116.9% | -47.4% |
| 1Y | -36.2% | +239.0% | -275.2% | -61.7% |
| 3Y | -16.4% | +679.5% | -695.9% | -65.9% |
| 5Y | -23.8% | +667.3% | -691.1% | -69.9% |
| All | +198.7% | +946.8% | -748.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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