+1.5%
TT vs PLUG
-47.1%
+48.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +3.5% | -7.2% | +10.7% | +3.8% |
| 30D | -11.0% | -16.4% | +5.3% | -10.5% |
| 3M | -12.0% | -39.0% | +27.0% | -10.6% |
| 6M | -10.4% | -61.5% | +51.1% | -8.2% |
| YTD | +9.9% | -31.2% | +41.1% | +10.0% |
| 1Y | +1.5% | -46.4% | +47.9% | +3.2% |
| All | +1.5% | -47.1% | +48.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling