-23.7%
PDD vs TSN
-22.4%
-1.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | -6.3% | +2.3% | -2.8% |
| 30D | -9.6% | -10.8% | +1.2% | -7.4% |
| 3M | -4.3% | -8.8% | +4.5% | -2.5% |
| 6M | -18.8% | -16.8% | -1.9% | -15.8% |
| YTD | -27.5% | -10.0% | -17.5% | -26.4% |
| 1Y | -33.6% | -5.3% | -28.4% | -33.6% |
| 3Y | -20.4% | +8.5% | -28.9% | -26.3% |
| All | -23.7% | -22.4% | -1.3% | -18.4% |
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