+325.6%
TTD vs PLD
+226.2%
+99.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -1.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +7.5% | -0.1% | +7.6% | +7.3% |
| 3M | -32.4% | -7.9% | -24.5% | -28.9% |
| 6M | -47.9% | -7.0% | -41.0% | -46.2% |
| YTD | -66.3% | +3.1% | -69.3% | -67.9% |
| 1Y | -73.1% | +7.1% | -80.2% | -75.2% |
| 3Y | -83.8% | +32.9% | -116.7% | -87.7% |
| 5Y | -81.3% | +1.5% | -82.9% | -82.7% |
| 10Y | +436.7% | +245.9% | +190.8% | +175.1% |
| All | +325.6% | +226.2% | +99.4% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling