+1,093.2%
TSM vs PDD
+198.2%
+895.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.3% |
| 7D | +4.4% | -3.8% | +8.3% | +4.9% |
| 30D | -7.0% | -2.4% | -4.6% | -6.8% |
| 3M | -1.8% | -12.7% | +10.9% | -0.1% |
| 6M | +2.7% | -20.0% | +22.7% | +5.4% |
| YTD | +37.1% | -30.3% | +67.4% | +43.6% |
| 1Y | +43.5% | -42.4% | +85.8% | +54.4% |
| 3Y | +341.5% | -27.5% | +369.1% | +346.5% |
| 5Y | +278.9% | -14.9% | +293.8% | +247.7% |
| All | +1,093.2% | +198.2% | +895.0% | +727.0% |
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 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