+753.3%
TT vs PLUG
+6.6%
+746.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.4% | -5.0% | +1.9% |
| 7D | -2.0% | +5.8% | -7.8% | -2.4% |
| 30D | -14.0% | -18.5% | +4.5% | -12.9% |
| 3M | -15.9% | -30.0% | +14.1% | -14.0% |
| 6M | -17.3% | -56.2% | +38.9% | -13.2% |
| YTD | +4.0% | -26.4% | +30.4% | +4.2% |
| 1Y | -7.1% | -42.2% | +35.1% | -5.6% |
| 3Y | +90.2% | -76.8% | +167.1% | +90.1% |
| 5Y | +131.1% | -96.2% | +227.3% | +157.6% |
| All | +753.3% | +6.6% | +746.6% | +617.5% |
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