+211.0%
PDD vs TTMI
+276.0%
-65.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -2.3% |
| 7D | +5.6% | -19.8% | +25.4% | +9.2% |
| 30D | +5.8% | -48.1% | +53.9% | +17.0% |
| 3M | -8.6% | -51.2% | +42.6% | +1.4% |
| 6M | -18.8% | -59.6% | +40.8% | -8.8% |
| YTD | -26.8% | -3.6% | -23.2% | -36.8% |
| 1Y | -39.3% | -2.3% | -36.9% | -48.5% |
| 3Y | -22.5% | +369.4% | -391.9% | -62.8% |
| 5Y | -0.8% | +365.4% | -366.2% | -55.0% |
| All | +211.0% | +276.0% | -65.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling