+1,502.2%
TSM vs PLD
+248.8%
+1,253.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -14.3% | +0.8% | -15.1% | -14.6% |
| 3M | -7.2% | -6.1% | -1.1% | -4.9% |
| 6M | -5.1% | -8.0% | +2.9% | -2.6% |
| YTD | +28.9% | +4.7% | +24.2% | +25.2% |
| 1Y | +37.1% | +7.2% | +29.9% | +31.7% |
| 3Y | +341.5% | +39.2% | +302.2% | +267.5% |
| 5Y | +245.7% | +1.9% | +243.8% | +222.7% |
| 10Y | +1,502.2% | +256.8% | +1,245.5% | +848.1% |
| All | +1,502.2% | +248.8% | +1,253.5% | +848.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling