+190.4%
PDD vs TTMI
+331.2%
-140.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.3% |
| 7D | -7.6% | +22.6% | -30.2% | -11.3% |
| 30D | -5.4% | -34.3% | +28.9% | -0.1% |
| 3M | -12.9% | -44.8% | +31.8% | -5.7% |
| 6M | -19.0% | -53.3% | +34.3% | -11.5% |
| YTD | -31.6% | +10.6% | -42.2% | -42.6% |
| 1Y | -43.0% | +8.2% | -51.2% | -52.5% |
| 3Y | -28.9% | +435.7% | -464.6% | -66.7% |
| 5Y | -18.4% | +434.2% | -452.6% | -64.0% |
| All | +190.4% | +331.2% | -140.8% | +13.2% |
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