+38.1%
TTD vs PDD
+216.8%
-178.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.8% |
| 7D | -1.9% | +5.9% | -7.8% | -3.5% |
| 30D | +7.5% | +7.1% | +0.4% | +5.4% |
| 3M | -32.4% | -7.7% | -24.8% | -31.3% |
| 6M | -47.9% | -13.2% | -34.7% | -46.3% |
| YTD | -66.3% | -26.0% | -40.3% | -63.8% |
| 1Y | -73.1% | -38.4% | -34.7% | -69.7% |
| 3Y | -83.8% | -21.1% | -62.7% | -84.2% |
| 5Y | -81.3% | +0.3% | -81.6% | -85.4% |
| All | +38.1% | +216.8% | -178.7% | -28.9% |
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