+1,747.8%
PLD vs TYL
+6,300.5%
-4,552.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | -2.4% | +18.7% | -21.2% | -5.4% |
| 3M | -3.8% | +18.1% | -21.9% | -6.9% |
| 6M | 0.0% | -1.1% | +1.1% | -0.6% |
| YTD | +9.2% | -19.8% | +29.0% | +12.0% |
| 1Y | +25.9% | -34.3% | +60.2% | +33.5% |
| 3Y | +21.3% | -8.2% | +29.5% | +20.6% |
| 5Y | +14.1% | -25.4% | +39.5% | +16.6% |
| 10Y | +237.9% | +115.6% | +122.3% | +189.8% |
| All | +1,747.8% | +6,300.5% | -4,552.7% | +936.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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