+198.7%
PDD vs TSN
+4.6%
+194.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -4.1% | -5.0% | +0.9% | -3.2% |
| 30D | -13.1% | -9.1% | -4.0% | -11.5% |
| 3M | -3.5% | -7.4% | +3.9% | -2.1% |
| 6M | -21.8% | -13.4% | -8.4% | -19.9% |
| YTD | -29.7% | -8.5% | -21.2% | -28.8% |
| 1Y | -36.2% | -3.2% | -33.0% | -36.4% |
| 3Y | -16.4% | +11.5% | -27.8% | -20.7% |
| 5Y | -23.8% | -19.5% | -4.3% | -21.9% |
| All | +198.7% | +4.6% | +194.1% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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