+1,747.8%
PLD vs TT
+5,492.4%
-3,744.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -7.4% | +4.9% | +1.1% |
| 3M | -3.8% | -3.2% | -0.6% | -3.1% |
| 6M | 0.0% | +1.1% | -1.1% | -1.8% |
| YTD | +9.2% | +15.6% | -6.4% | +0.3% |
| 1Y | +25.9% | +9.2% | +16.7% | +18.2% |
| 3Y | +21.3% | +124.4% | -103.1% | -22.1% |
| 5Y | +14.1% | +138.0% | -123.9% | -29.6% |
| 10Y | +237.9% | +886.4% | -648.5% | -0.5% |
| All | +1,747.8% | +5,492.4% | -3,744.5% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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