-55.4%
TSLL vs PLD
+17.7%
-73.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.1% |
| 7D | +1.9% | -2.4% | +4.3% | +4.5% |
| 30D | +17.8% | -2.4% | +20.2% | +20.9% |
| 3M | -37.0% | -3.8% | -33.2% | -35.7% |
| 6M | -37.7% | 0.0% | -37.7% | -38.6% |
| YTD | -51.4% | +9.2% | -60.6% | -57.0% |
| 1Y | -23.4% | +25.9% | -49.3% | -42.3% |
| 3Y | -30.8% | +21.3% | -52.1% | -46.4% |
| All | -55.4% | +17.7% | -73.2% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling