+31.5%
PLD vs TSLQ
-97.0%
+128.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | +0.1% |
| 7D | -2.4% | -5.8% | +3.4% | -2.6% |
| 30D | -2.4% | -22.1% | +19.7% | -3.8% |
| 3M | -3.8% | +10.1% | -13.8% | -2.1% |
| 6M | 0.0% | -6.8% | +6.8% | +1.2% |
| YTD | +9.2% | +8.5% | +0.7% | +12.1% |
| 1Y | +25.9% | -49.7% | +75.6% | +23.1% |
| 3Y | +21.3% | -95.6% | +116.9% | +8.3% |
| All | +31.5% | -97.0% | +128.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling