-36.2%
PDD vs TTMI
+170.6%
-206.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.1% |
| 7D | -4.1% | +12.2% | -16.3% | -4.4% |
| 30D | -13.1% | -5.7% | -7.4% | -13.0% |
| 3M | -3.5% | -27.5% | +24.0% | -2.4% |
| 6M | -21.8% | +47.1% | -68.9% | -24.9% |
| YTD | -29.7% | +87.5% | -117.1% | -33.5% |
| 1Y | -36.2% | +175.2% | -211.4% | -39.7% |
| All | -36.2% | +170.6% | -206.8% | -39.7% |
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