-14.9%
PDD vs TTMI
+816.8%
-831.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | 0.0% |
| 7D | -4.1% | +5.9% | -9.9% | -4.6% |
| 30D | -9.6% | -4.3% | -5.3% | -9.5% |
| 3M | -4.3% | -32.0% | +27.8% | -1.5% |
| 6M | -18.8% | +19.5% | -38.2% | -23.0% |
| YTD | -27.5% | +82.0% | -109.5% | -35.8% |
| 1Y | -33.6% | +172.6% | -206.3% | -45.9% |
| All | -14.9% | +816.8% | -831.7% | -44.7% |
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