-80.6%
TTD vs PLD
+36.1%
-116.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.8% | +12.6% | +14.3% |
| 7D | +19.0% | +0.7% | +18.3% | +18.8% |
| 30D | +23.6% | +0.8% | +22.8% | +23.1% |
| 3M | +8.2% | -6.1% | +14.3% | +10.8% |
| 6M | -35.3% | -8.0% | -27.3% | -33.5% |
| YTD | -60.7% | +4.7% | -65.3% | -62.3% |
| 1Y | -65.3% | +7.2% | -72.5% | -67.2% |
| 3Y | -80.6% | +39.2% | -119.8% | -85.2% |
| All | -80.6% | +36.1% | -116.6% | -85.2% |
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 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