-46.1%
TTD vs PLD
-9.0%
-37.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +0.9% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +6.9% | -0.3% | +7.2% | +6.6% |
| 3M | -26.8% | -8.0% | -18.8% | -27.5% |
| 6M | -46.1% | -9.8% | -36.3% | -46.0% |
| All | -46.1% | -9.0% | -37.2% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling