-33.6%
PDD vs TTMI
+171.3%
-204.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | +0.5% |
| 7D | -4.1% | +5.9% | -9.9% | -4.2% |
| 30D | -9.6% | -4.3% | -5.3% | -9.6% |
| 3M | -4.3% | -32.0% | +27.8% | -3.0% |
| 6M | -18.8% | +19.5% | -38.2% | -21.4% |
| YTD | -27.5% | +82.0% | -109.5% | -31.5% |
| 1Y | -33.6% | +172.6% | -206.3% | -36.7% |
| All | -33.6% | +171.3% | -204.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling