-22.5%
PDD vs TSN
+42.3%
-64.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +5.6% | +4.6% | +1.0% | +5.5% |
| 30D | +5.8% | +15.4% | -9.7% | +5.5% |
| 3M | -8.6% | +2.9% | -11.5% | -8.7% |
| 6M | -18.8% | -10.8% | -8.1% | -19.2% |
| YTD | -26.8% | +4.5% | -31.2% | -26.7% |
| 1Y | -39.3% | +19.5% | -58.8% | -39.0% |
| 3Y | -22.5% | +42.2% | -64.7% | -21.2% |
| All | -22.5% | +42.3% | -64.8% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling