+45.2%
PDD vs TSLQ
-97.6%
+142.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.4% |
| 7D | -1.0% | +4.7% | -5.7% | -0.5% |
| 30D | -2.4% | -5.6% | +3.2% | -2.5% |
| 3M | -14.6% | -34.6% | +19.9% | -16.8% |
| 6M | -19.6% | -11.4% | -8.3% | -18.7% |
| YTD | -30.0% | -14.1% | -15.9% | -28.7% |
| 1Y | -42.5% | -20.7% | -21.8% | -41.6% |
| 3Y | -27.2% | -96.9% | +69.7% | -38.2% |
| All | +45.2% | -97.6% | +142.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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