+195.9%
PDD vs TSN
+19.8%
+176.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.8% | -0.3% | -3.6% | -3.8% |
| 30D | -2.4% | +11.8% | -14.1% | -4.5% |
| 3M | -12.7% | +7.1% | -19.8% | -14.0% |
| 6M | -20.0% | -9.2% | -10.9% | -18.7% |
| YTD | -30.3% | +4.8% | -35.1% | -31.4% |
| 1Y | -42.4% | +11.6% | -54.0% | -44.1% |
| 3Y | -27.5% | +41.5% | -69.1% | -34.9% |
| 5Y | -14.9% | -15.5% | +0.6% | -13.8% |
| All | +195.9% | +19.8% | +176.2% | +156.6% |
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