+1,369.5%
PLD vs TTMI
+504.4%
+865.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -2.4% |
| 7D | -2.4% | +5.9% | -8.2% | -3.5% |
| 30D | -2.4% | -4.3% | +1.9% | -2.2% |
| 3M | -3.8% | -32.0% | +28.3% | +1.0% |
| 6M | 0.0% | +19.5% | -19.4% | -7.5% |
| YTD | +9.2% | +82.0% | -72.8% | -8.1% |
| 1Y | +25.9% | +172.6% | -146.7% | -3.9% |
| 3Y | +21.3% | +744.7% | -723.4% | -28.4% |
| 5Y | +14.1% | +805.6% | -791.4% | -35.1% |
| 10Y | +237.9% | +1,057.6% | -819.7% | +72.5% |
| All | +1,369.5% | +504.4% | +865.1% | +547.0% |
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