-22.5%
PDD vs TSEM
+468.0%
-490.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -1.5% |
| 7D | +5.6% | -17.5% | +23.1% | +7.2% |
| 30D | +5.8% | -44.7% | +50.4% | +11.4% |
| 3M | -8.6% | -38.9% | +30.3% | -5.2% |
| 6M | -18.8% | -36.7% | +17.8% | -18.2% |
| YTD | -26.8% | +17.0% | -43.7% | -34.0% |
| 1Y | -39.3% | +62.8% | -102.1% | -49.0% |
| 3Y | -22.5% | +471.3% | -493.8% | -54.8% |
| All | -22.5% | +468.0% | -490.5% | -54.8% |
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