+760.4%
PLD vs TCOM
+2,922.3%
-2,161.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -0.8% | +12.1% | -12.9% | -3.3% |
| 30D | -0.3% | +16.5% | -16.8% | -3.6% |
| 3M | -8.0% | -4.0% | -4.0% | -7.4% |
| 6M | -9.8% | -18.5% | +8.7% | -6.4% |
| YTD | +1.8% | -38.3% | +40.1% | +11.3% |
| 1Y | +5.6% | -36.6% | +42.2% | +14.7% |
| 3Y | +33.3% | +31.1% | +2.1% | +18.3% |
| 5Y | +0.3% | +47.6% | -47.3% | -20.0% |
| 10Y | +241.6% | +5.1% | +236.6% | +168.2% |
| All | +760.4% | +2,922.3% | -2,161.9% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling