+55.5%
TTD vs PDD
+210.2%
-154.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | +6.3% | -4.1% | +10.4% | +7.5% |
| 30D | -23.9% | -9.6% | -14.3% | -22.1% |
| 3M | -31.4% | -4.3% | -27.1% | -30.8% |
| 6M | -42.7% | -18.8% | -23.9% | -39.9% |
| YTD | -62.0% | -27.5% | -34.5% | -58.9% |
| 1Y | -72.2% | -33.6% | -38.6% | -69.3% |
| 3Y | -81.9% | -20.4% | -61.5% | -82.5% |
| 5Y | -81.5% | -19.6% | -62.0% | -84.7% |
| All | +55.5% | +210.2% | -154.7% | -19.4% |
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