+256.8%
PLD vs TCOM
+3.5%
+253.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +2.9% |
| 7D | +0.7% | +7.4% | -6.7% | -0.1% |
| 30D | +0.8% | +13.2% | -12.4% | -0.6% |
| 3M | -6.1% | -4.6% | -1.6% | -5.7% |
| 6M | -8.0% | -16.4% | +8.4% | -6.4% |
| YTD | +4.7% | -38.8% | +43.4% | +9.8% |
| 1Y | +7.2% | -37.3% | +44.5% | +12.1% |
| 3Y | +39.2% | +31.4% | +7.8% | +31.5% |
| 5Y | +1.9% | +45.5% | -43.6% | -8.0% |
| 10Y | +256.8% | +4.6% | +252.1% | +213.7% |
| All | +256.8% | +3.5% | +253.2% | +213.7% |
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