+1,269.2%
PLD vs TTMI
+220.0%
+1,049.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.9% | -8.1% | -2.5% |
| 7D | -0.8% | -19.8% | +19.0% | +2.7% |
| 30D | -0.3% | -48.1% | +47.9% | +10.1% |
| 3M | -8.0% | -51.2% | +43.2% | +1.9% |
| 6M | -9.8% | -59.6% | +49.8% | +1.2% |
| YTD | +1.8% | -3.6% | +5.4% | -6.1% |
| 1Y | +5.6% | -2.3% | +8.0% | -3.9% |
| 3Y | +33.3% | +369.4% | -336.1% | -14.4% |
| 5Y | +0.3% | +365.4% | -365.1% | -37.0% |
| 10Y | +241.6% | +413.2% | -171.6% | +99.2% |
| All | +1,269.2% | +220.0% | +1,049.2% | +561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling