+25.8%
TMO vs PDD
-33.4%
+59.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | +6.2% | -9.6% | +15.8% | +7.4% |
| 3M | +27.5% | -4.3% | +31.7% | +28.0% |
| 6M | +20.0% | -18.8% | +38.7% | +23.1% |
| YTD | +6.1% | -27.5% | +33.6% | +10.7% |
| 1Y | +25.8% | -33.6% | +59.5% | +30.2% |
| All | +25.8% | -33.4% | +59.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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