+750.0%
TT vs PLUG
-8.1%
+758.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +3.5% | -6.8% | +10.3% | +4.0% |
| 30D | -11.0% | -16.0% | +5.0% | -10.1% |
| 3M | -12.0% | -38.7% | +26.7% | -9.3% |
| 6M | -10.4% | -61.4% | +50.9% | -5.2% |
| YTD | +9.9% | -31.0% | +40.9% | +10.6% |
| 1Y | +1.5% | -46.2% | +47.7% | +3.7% |
| 3Y | +93.7% | -61.5% | +155.2% | +87.2% |
| 5Y | +139.2% | -96.9% | +236.1% | +170.2% |
| All | +750.0% | -8.1% | +758.1% | +627.4% |
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