+1,410.4%
TSM vs PLD
+236.3%
+1,174.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.8% |
| 7D | -7.6% | -0.8% | -6.8% | -7.2% |
| 30D | -20.5% | -0.3% | -20.2% | -20.5% |
| 3M | -10.0% | -8.0% | -2.0% | -7.0% |
| 6M | -10.1% | -9.8% | -0.3% | -7.0% |
| YTD | +24.5% | +1.8% | +22.7% | +22.3% |
| 1Y | +31.2% | +5.6% | +25.6% | +26.7% |
| 3Y | +322.0% | +33.3% | +288.7% | +257.6% |
| 5Y | +245.3% | +0.3% | +245.0% | +224.1% |
| All | +1,410.4% | +236.3% | +1,174.1% | +801.3% |
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