+207.9%
PDD vs TT
+574.1%
-366.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | -7.4% | -2.2% | -7.4% |
| 3M | -4.3% | -3.2% | -1.1% | -4.0% |
| 6M | -18.8% | +1.1% | -19.9% | -20.0% |
| YTD | -27.5% | +15.6% | -43.1% | -32.0% |
| 1Y | -33.6% | +9.2% | -42.8% | -36.6% |
| 3Y | -20.4% | +124.4% | -144.8% | -43.9% |
| 5Y | -19.6% | +138.0% | -157.6% | -47.2% |
| All | +207.9% | +574.1% | -366.2% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling