+5.0%
TSLL vs PDD
-8.6%
+13.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.2% | -24.1% | -20.5% |
| 7D | -28.9% | +5.9% | -34.8% | -26.5% |
| 30D | -21.4% | +7.1% | -28.5% | -18.4% |
| 3M | +5.0% | -7.7% | +12.7% | +2.6% |
| All | +5.0% | -8.6% | +13.6% | +2.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling