-13.6%
PDD vs TSN
-14.8%
+1.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -4.9% | -1.4% | -3.4% | -4.6% |
| 30D | -3.0% | +8.5% | -11.5% | -4.8% |
| 3M | -6.2% | +5.3% | -11.5% | -7.3% |
| 6M | -20.7% | -10.5% | -10.2% | -19.0% |
| YTD | -30.4% | +3.0% | -33.3% | -31.3% |
| 1Y | -41.3% | +12.1% | -53.4% | -43.4% |
| 3Y | -27.7% | +43.1% | -70.8% | -39.0% |
| All | -13.6% | -14.8% | +1.3% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling