+23.8%
PLD vs TSEM
+629.0%
-605.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -1.3% |
| 7D | -2.4% | +6.9% | -9.3% | -2.9% |
| 30D | -2.4% | +5.3% | -7.7% | -3.0% |
| 3M | -3.8% | -14.9% | +11.1% | -3.6% |
| 6M | 0.0% | +80.0% | -80.0% | -9.5% |
| YTD | +9.2% | +89.4% | -80.1% | -2.7% |
| 1Y | +25.9% | +253.1% | -227.2% | +0.2% |
| All | +23.8% | +629.0% | -605.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling