+197.4%
PDD vs TT
+533.3%
-336.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -2.4% | -11.8% | +9.4% | +1.1% |
| 3M | -14.6% | -11.6% | -3.1% | -11.8% |
| 6M | -19.6% | -9.3% | -10.3% | -18.2% |
| YTD | -30.0% | +8.9% | -38.9% | -33.4% |
| 1Y | -42.5% | -2.2% | -40.3% | -43.3% |
| 3Y | -27.2% | +91.9% | -119.1% | -45.7% |
| 5Y | -8.2% | +136.0% | -144.2% | -39.6% |
| All | +197.4% | +533.3% | -336.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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