-82.5%
TTD vs PLD
+1.3%
-83.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +20.8% | -1.0% | +21.8% | +21.9% |
| 30D | +33.8% | -1.8% | +35.7% | +35.6% |
| 3M | +17.8% | -6.0% | +23.9% | +22.8% |
| 6M | -25.7% | -8.4% | -17.4% | -22.1% |
| YTD | -57.9% | +4.2% | -62.1% | -60.4% |
| 1Y | -63.8% | +6.2% | -70.1% | -66.6% |
| 3Y | -75.0% | +37.0% | -112.0% | -82.7% |
| 5Y | -82.5% | +1.2% | -83.7% | -84.6% |
| All | -82.5% | +1.3% | -83.8% | -84.6% |
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