+201.5%
PDD vs TSEM
+625.2%
-423.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.9% | -13.9% | -5.5% |
| 7D | -1.4% | -2.0% | +0.5% | -1.7% |
| 30D | -1.0% | -33.4% | +32.4% | +7.3% |
| 3M | -12.3% | -39.7% | +27.4% | -3.7% |
| 6M | -18.5% | -27.8% | +9.3% | -19.1% |
| YTD | -29.0% | +29.7% | -58.7% | -43.4% |
| 1Y | -40.7% | +81.1% | -121.9% | -58.4% |
| 3Y | -25.7% | +529.3% | -555.0% | -69.6% |
| 5Y | -3.3% | +315.0% | -318.3% | -54.3% |
| All | +201.5% | +625.2% | -423.7% | +11.5% |
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