-22.5%
PDD vs TTMI
+355.9%
-378.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -1.5% |
| 7D | +5.6% | -19.8% | +25.4% | +6.8% |
| 30D | +5.8% | -48.1% | +53.9% | +9.8% |
| 3M | -8.6% | -51.2% | +42.6% | -5.0% |
| 6M | -18.8% | -59.6% | +40.8% | -15.0% |
| YTD | -26.8% | -3.6% | -23.2% | -32.8% |
| 1Y | -39.3% | -2.3% | -36.9% | -44.8% |
| 3Y | -22.5% | +369.4% | -391.9% | -49.7% |
| All | -22.5% | +355.9% | -378.4% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling