+38.2%
PLD vs TSEM
+595.4%
-557.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | 0.0% | +20.5% | -20.5% | -1.3% |
| 30D | -3.7% | -29.0% | +25.2% | -1.9% |
| 3M | -7.9% | -39.4% | +31.4% | -5.3% |
| 6M | -9.2% | -28.5% | +19.3% | -9.5% |
| YTD | +3.1% | +34.4% | -31.4% | -6.5% |
| 1Y | +6.2% | +48.3% | -42.1% | -5.3% |
| All | +38.2% | +595.4% | -557.3% | -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