+36.0%
TSM vs PDD
-38.2%
+74.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | -10.0% | +6.0% | -16.0% | -11.0% |
| 30D | -18.5% | +5.5% | -24.0% | -19.5% |
| 3M | -4.9% | -9.8% | +4.9% | -2.6% |
| 6M | -1.0% | -16.0% | +15.0% | +5.3% |
| YTD | +31.3% | -27.6% | +58.8% | +47.6% |
| 1Y | +36.0% | -38.6% | +74.6% | +59.0% |
| All | +36.0% | -38.2% | +74.2% | +59.0% |
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