+207.9%
PDD vs TSEM
+958.8%
-750.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -1.3% |
| 7D | -4.1% | +6.9% | -11.0% | -5.8% |
| 30D | -9.6% | +5.3% | -14.9% | -11.5% |
| 3M | -4.3% | -14.9% | +10.6% | -4.1% |
| 6M | -18.8% | +80.0% | -98.8% | -37.5% |
| YTD | -27.5% | +89.4% | -116.9% | -45.9% |
| 1Y | -33.6% | +253.1% | -286.7% | -60.7% |
| 3Y | -20.4% | +642.1% | -662.5% | -66.8% |
| 5Y | -19.6% | +659.1% | -678.7% | -68.0% |
| All | +207.9% | +958.8% | -750.9% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling