+4,143.8%
TT vs PLUG
-98.6%
+4,242.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -7.2% | +3.3% | -10.5% | -7.5% |
| 3M | -3.0% | -39.7% | +36.8% | +0.7% |
| 6M | +1.4% | -12.5% | +13.9% | +1.3% |
| YTD | +15.9% | +10.2% | +5.7% | +12.8% |
| 1Y | +9.4% | +50.7% | -41.3% | +2.0% |
| 3Y | +124.4% | -74.5% | +198.9% | +121.4% |
| 5Y | +138.0% | -91.8% | +229.8% | +147.6% |
| 10Y | +886.4% | +43.7% | +842.7% | +611.0% |
| All | +4,143.8% | -98.6% | +4,242.4% | +2,690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PLUG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling