-60.9%
TSLL vs PDD
-37.6%
-23.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.2% | -24.1% | -22.4% |
| 7D | -28.9% | +5.9% | -34.8% | -30.1% |
| 30D | -21.4% | +7.1% | -28.5% | -23.1% |
| 3M | +5.0% | -7.7% | +12.7% | +7.8% |
| 6M | -36.6% | -13.2% | -23.3% | -33.5% |
| YTD | -56.6% | -26.0% | -30.7% | -51.2% |
| 1Y | -60.9% | -38.4% | -22.4% | -49.4% |
| All | -60.9% | -37.6% | -23.2% | -49.4% |
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