+983.7%
TSM vs PDD
+213.3%
+770.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.5% |
| 7D | -7.6% | +5.6% | -13.2% | -8.4% |
| 30D | -20.5% | +5.8% | -26.3% | -21.3% |
| 3M | -10.0% | -8.6% | -1.4% | -9.0% |
| 6M | -10.1% | -18.8% | +8.8% | -7.8% |
| YTD | +24.5% | -26.8% | +51.3% | +29.5% |
| 1Y | +31.2% | -39.3% | +70.5% | +40.1% |
| 3Y | +322.0% | -22.5% | +344.5% | +322.8% |
| 5Y | +245.3% | -0.8% | +246.0% | +209.8% |
| All | +983.7% | +213.3% | +770.4% | +646.0% |
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 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