+38.3%
PLD vs TCOM
+26.7%
+11.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +1.3% | -1.8% | +3.1% | +1.5% |
| 30D | -1.4% | +12.1% | -13.5% | -2.5% |
| 3M | -8.2% | -3.2% | -5.0% | -7.9% |
| 6M | -8.0% | -16.6% | +8.6% | -6.5% |
| YTD | +3.2% | -39.4% | +42.5% | +8.0% |
| 1Y | +7.0% | -41.5% | +48.5% | +12.5% |
| 3Y | +38.3% | +24.4% | +13.9% | +38.9% |
| All | +38.3% | +26.7% | +11.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling