+911.5%
TT vs PLUG
+43.7%
+867.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -7.2% | +3.3% | -10.5% | -7.4% |
| 3M | -3.0% | -39.7% | +36.8% | +0.1% |
| 6M | +1.4% | -12.5% | +13.9% | +1.3% |
| YTD | +15.9% | +10.2% | +5.7% | +13.2% |
| 1Y | +9.4% | +50.7% | -41.3% | +2.9% |
| 3Y | +124.4% | -74.5% | +198.9% | +123.9% |
| 5Y | +138.0% | -91.8% | +229.8% | +150.7% |
| All | +911.5% | +43.7% | +867.8% | +727.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling