-80.8%
TTD vs PLD
+14.8%
-95.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.9% |
| 7D | +6.3% | -2.4% | +8.7% | +8.1% |
| 30D | -23.9% | -2.4% | -21.5% | -22.7% |
| 3M | -31.4% | -3.8% | -27.6% | -30.1% |
| 6M | -42.7% | 0.0% | -42.7% | -43.8% |
| YTD | -62.0% | +9.2% | -71.2% | -65.4% |
| 1Y | -72.2% | +25.9% | -98.1% | -77.6% |
| 3Y | -81.9% | +21.3% | -103.2% | -85.8% |
| All | -80.8% | +14.8% | -95.6% | -84.9% |
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