-82.3%
TTD vs PLD
+21.6%
-103.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.1% |
| 7D | +6.3% | -2.4% | +8.7% | +7.4% |
| 30D | -23.9% | -2.4% | -21.5% | -23.1% |
| 3M | -31.4% | -3.8% | -27.6% | -30.5% |
| 6M | -42.7% | 0.0% | -42.7% | -43.3% |
| YTD | -62.0% | +9.2% | -71.2% | -64.3% |
| 1Y | -72.2% | +25.9% | -98.1% | -76.0% |
| All | -82.3% | +21.6% | -103.9% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling