+231.7%
PLD vs TSEM
+779.3%
-547.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -1.8% |
| 7D | -0.8% | -17.5% | +16.7% | +1.3% |
| 30D | -0.3% | -44.7% | +44.4% | +6.7% |
| 3M | -8.0% | -38.9% | +30.8% | -3.5% |
| 6M | -9.8% | -36.7% | +26.9% | -8.3% |
| YTD | +1.8% | +17.0% | -15.2% | -7.9% |
| 1Y | +5.6% | +62.8% | -57.2% | -10.4% |
| 3Y | +33.3% | +471.3% | -438.0% | -13.2% |
| 5Y | +0.3% | +290.3% | -290.0% | -31.1% |
| All | +231.7% | +779.3% | -547.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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