-75.9%
TTD vs PDD
-26.6%
-49.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.6% | +3.5% |
| 7D | +19.9% | -1.0% | +20.9% | +19.9% |
| 30D | +27.6% | -2.4% | +30.0% | +28.0% |
| 3M | +15.2% | -14.6% | +29.8% | +17.5% |
| 6M | -33.2% | -19.6% | -13.6% | -31.7% |
| YTD | -59.4% | -30.0% | -29.4% | -57.7% |
| 1Y | -64.4% | -42.5% | -21.8% | -61.9% |
| 3Y | -75.9% | -27.2% | -48.7% | -75.3% |
| All | -75.9% | -26.6% | -49.3% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling