+240.3%
PLD vs TSN
-9.5%
+249.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | -0.9% | -5.0% | +4.2% | +0.5% |
| 30D | -1.2% | -9.1% | +7.9% | +1.4% |
| 3M | -2.3% | -7.4% | +5.1% | -0.4% |
| 6M | +4.5% | -13.4% | +17.9% | +8.2% |
| YTD | +10.1% | -8.5% | +18.6% | +11.9% |
| 1Y | +25.9% | -3.2% | +29.1% | +25.5% |
| 3Y | +24.4% | +11.5% | +12.9% | +17.7% |
| 5Y | +15.5% | -19.5% | +35.0% | +19.1% |
| 10Y | +240.3% | -9.1% | +249.4% | +230.6% |
| All | +240.3% | -9.5% | +249.8% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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