+50.3%
PDD vs TSLQ
-97.0%
+147.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | +1.6% |
| 7D | -4.1% | -5.8% | +1.7% | -4.4% |
| 30D | -9.6% | -22.1% | +12.5% | -11.1% |
| 3M | -4.3% | +10.1% | -14.3% | -2.2% |
| 6M | -18.8% | -6.8% | -12.0% | -17.6% |
| YTD | -27.5% | +8.5% | -36.0% | -25.2% |
| 1Y | -33.6% | -49.7% | +16.1% | -34.8% |
| 3Y | -20.4% | -95.6% | +75.2% | -29.3% |
| All | +50.3% | -97.0% | +147.3% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling