-83.3%
TTD vs PLD
+31.5%
-114.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +6.9% | -0.3% | +7.2% | +6.9% |
| 3M | -26.8% | -8.0% | -18.8% | -24.5% |
| 6M | -46.1% | -9.8% | -36.3% | -44.3% |
| YTD | -65.9% | +1.8% | -67.7% | -67.0% |
| 1Y | -71.8% | +5.6% | -77.4% | -73.3% |
| 3Y | -83.3% | +33.3% | -116.6% | -87.1% |
| All | -83.3% | +31.5% | -114.8% | -87.1% |
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 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