+1,044.5%
TSM vs PDD
+199.6%
+844.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -12.5% | -2.4% | -10.1% | -12.4% |
| 3M | -5.0% | -14.6% | +9.6% | -3.1% |
| 6M | -3.2% | -19.6% | +16.4% | -0.7% |
| YTD | +31.5% | -30.0% | +61.5% | +37.6% |
| 1Y | +35.7% | -42.5% | +78.2% | +46.1% |
| 3Y | +323.5% | -27.2% | +350.7% | +328.0% |
| 5Y | +263.4% | -8.2% | +271.6% | +229.7% |
| All | +1,044.5% | +199.6% | +844.9% | +692.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling