+245.7%
TSM vs PLD
+1.8%
+243.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -14.3% | +0.8% | -15.1% | -14.5% |
| 3M | -7.2% | -6.1% | -1.1% | -5.2% |
| 6M | -5.1% | -8.0% | +2.9% | -2.9% |
| YTD | +28.9% | +4.7% | +24.2% | +25.4% |
| 1Y | +37.1% | +7.2% | +29.9% | +32.1% |
| 3Y | +341.5% | +39.2% | +302.2% | +269.6% |
| 5Y | +245.7% | +1.9% | +243.8% | +202.1% |
| All | +245.7% | +1.8% | +243.9% | +202.1% |
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