+39.3%
TTD vs PDD
+213.3%
-174.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +5.2% | +5.6% | -0.4% | +3.6% |
| 30D | +6.9% | +5.8% | +1.2% | +5.3% |
| 3M | -26.8% | -8.6% | -18.2% | -25.4% |
| 6M | -46.1% | -18.8% | -27.3% | -43.4% |
| YTD | -65.9% | -26.8% | -39.2% | -63.3% |
| 1Y | -71.8% | -39.3% | -32.6% | -68.1% |
| 3Y | -83.3% | -22.5% | -60.8% | -83.7% |
| 5Y | -81.1% | -0.8% | -80.4% | -85.2% |
| All | +39.3% | +213.3% | -174.0% | -28.1% |
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