+257.1%
PLD vs TCOM
-9.8%
+266.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -0.9% | -7.6% | +6.8% | 0.0% |
| 30D | -1.2% | -12.2% | +11.0% | +0.2% |
| 3M | -2.3% | -14.2% | +11.9% | -0.8% |
| 6M | +4.5% | -25.0% | +29.5% | +7.7% |
| YTD | +10.1% | -43.7% | +53.8% | +16.9% |
| 1Y | +25.9% | -44.5% | +70.4% | +33.8% |
| 3Y | +24.4% | +13.4% | +11.0% | +19.4% |
| 5Y | +15.5% | +26.5% | -11.0% | +5.6% |
| All | +257.1% | -9.8% | +266.9% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling