+1,134.8%
TSM vs PDD
+210.2%
+924.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +2.7% | -4.1% | +6.8% | +3.4% |
| 30D | +3.6% | -9.6% | +13.2% | +5.1% |
| 3M | -3.4% | -4.3% | +0.9% | -3.0% |
| 6M | +20.6% | -18.8% | +39.4% | +23.8% |
| YTD | +41.9% | -27.5% | +69.4% | +48.1% |
| 1Y | +84.4% | -33.6% | +118.0% | +94.9% |
| 3Y | +380.2% | -20.4% | +400.6% | +379.7% |
| 5Y | +275.3% | -19.6% | +294.9% | +246.7% |
| All | +1,134.8% | +210.2% | +924.6% | +752.8% |
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