+29.4%
TSLL vs PLD
-5.3%
+34.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -7.8% |
| 7D | -9.4% | +4.9% | -14.3% | -13.6% |
| 30D | +1.6% | +2.6% | -1.0% | -0.5% |
| 3M | +29.4% | -4.8% | +34.2% | +41.0% |
| All | +29.4% | -5.3% | +34.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 3mo: compounded portfolio wealth divided by compounded PLD 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…
3mo analysis · Full analysis span regression · Available span rolling