+32.6%
PLD vs TSLQ
-97.3%
+129.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +0.3% |
| 7D | -0.9% | -8.6% | +7.7% | -1.3% |
| 30D | -1.2% | -24.9% | +23.7% | -2.8% |
| 3M | -2.3% | -1.5% | -0.8% | -1.4% |
| 6M | +4.5% | -18.1% | +22.6% | +4.9% |
| YTD | +10.1% | -0.1% | +10.3% | +12.5% |
| 1Y | +25.9% | -51.4% | +77.3% | +22.9% |
| 3Y | +24.4% | -95.9% | +120.3% | +10.7% |
| All | +32.6% | -97.3% | +129.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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