-24.9%
TSLL vs PDD
-22.3%
-2.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.2% | -24.1% | -22.5% |
| 7D | -28.9% | +5.9% | -34.8% | -30.2% |
| 30D | -21.4% | +7.1% | -28.5% | -23.3% |
| 3M | +5.0% | -7.7% | +12.7% | +6.8% |
| 6M | -36.6% | -13.2% | -23.3% | -34.6% |
| YTD | -56.6% | -26.0% | -30.7% | -53.0% |
| 1Y | -60.9% | -38.4% | -22.4% | -55.2% |
| All | -24.9% | -22.3% | -2.5% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling