+45.8%
PDD vs TSLQ
-97.3%
+143.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.0% | +5.0% | -3.6% |
| 7D | -4.1% | -8.6% | +4.5% | -4.7% |
| 30D | -13.1% | -24.9% | +11.8% | -14.8% |
| 3M | -3.5% | -1.5% | -2.0% | -2.3% |
| 6M | -21.8% | -18.1% | -3.7% | -21.4% |
| YTD | -29.7% | -0.1% | -29.6% | -27.9% |
| 1Y | -36.2% | -51.4% | +15.2% | -37.5% |
| 3Y | -16.4% | -95.9% | +79.6% | -25.8% |
| All | +45.8% | -97.3% | +143.1% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling