-55.4%
TSLL vs PDD
+71.8%
-127.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.1% |
| 7D | +1.9% | -4.1% | +6.0% | +3.1% |
| 30D | +17.8% | -9.6% | +27.4% | +21.2% |
| 3M | -37.0% | -4.3% | -32.7% | -36.4% |
| 6M | -37.7% | -18.8% | -18.9% | -34.0% |
| YTD | -51.4% | -27.5% | -23.9% | -46.7% |
| 1Y | -23.4% | -33.6% | +10.3% | -13.3% |
| 3Y | -30.8% | -20.4% | -10.4% | -30.8% |
| All | -55.4% | +71.8% | -127.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling