+15.2%
PLD vs TTMI
+804.2%
-789.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -2.0% |
| 7D | -2.4% | +5.9% | -8.2% | -3.2% |
| 30D | -2.4% | -4.3% | +1.9% | -2.2% |
| 3M | -3.8% | -32.0% | +28.3% | +0.4% |
| 6M | 0.0% | +19.5% | -19.4% | -7.1% |
| YTD | +9.2% | +82.0% | -72.8% | -7.8% |
| 1Y | +25.9% | +172.6% | -146.7% | -5.3% |
| 3Y | +21.3% | +744.7% | -723.4% | -35.6% |
| All | +15.2% | +804.2% | -789.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling