-14.9%
PDD vs TSEM
+672.8%
-687.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -0.2% |
| 7D | -4.1% | +6.9% | -11.0% | -4.8% |
| 30D | -9.6% | +5.3% | -14.9% | -10.5% |
| 3M | -4.3% | -14.9% | +10.6% | -3.9% |
| 6M | -18.8% | +80.0% | -98.8% | -28.8% |
| YTD | -27.5% | +89.4% | -116.9% | -37.6% |
| 1Y | -33.6% | +253.1% | -286.7% | -50.0% |
| All | -14.9% | +672.8% | -687.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling