+15.2%
PLD vs TCOM
+30.8%
-15.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.4% | -9.5% | +7.1% | -1.4% |
| 30D | -2.4% | -10.7% | +8.3% | -1.4% |
| 3M | -3.8% | -14.6% | +10.8% | -2.4% |
| 6M | 0.0% | -19.3% | +19.3% | +2.0% |
| YTD | +9.2% | -42.9% | +52.2% | +15.0% |
| 1Y | +25.9% | -43.8% | +69.7% | +32.7% |
| 3Y | +21.3% | +2.1% | +19.2% | +18.7% |
| All | +15.2% | +30.8% | -15.6% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling