-60.3%
TSLL vs PLD
+11.1%
-71.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -19.7% |
| 7D | -28.9% | +0.4% | -29.3% | -28.9% |
| 30D | -21.4% | -0.1% | -21.3% | -21.1% |
| 3M | +5.0% | -7.9% | +12.9% | +14.8% |
| 6M | -36.6% | -7.0% | -29.6% | -32.6% |
| YTD | -56.6% | +3.1% | -59.7% | -59.1% |
| 1Y | -60.9% | +7.1% | -67.9% | -64.8% |
| 3Y | -25.2% | +32.9% | -58.1% | -46.8% |
| All | -60.3% | +11.1% | -71.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling