+194.4%
PDD vs TTMI
+602.4%
-408.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.6% |
| 7D | -4.4% | +7.5% | -11.9% | -6.0% |
| 30D | -15.5% | -4.5% | -11.0% | -15.2% |
| 3M | -4.1% | -28.5% | +24.5% | +0.5% |
| 6M | -23.4% | +28.4% | -51.8% | -32.2% |
| YTD | -30.7% | +80.1% | -110.7% | -45.4% |
| 1Y | -37.6% | +161.0% | -198.7% | -57.0% |
| 3Y | -17.5% | +862.4% | -880.0% | -65.2% |
| 5Y | -24.6% | +812.9% | -837.5% | -69.4% |
| All | +194.4% | +602.4% | -408.0% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling