+129.1%
TT vs PLUG
-74.3%
+203.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -7.4% | +3.3% | -10.7% | -7.5% |
| 3M | -3.2% | -39.7% | +36.5% | -1.7% |
| 6M | +1.1% | -12.5% | +13.6% | +1.1% |
| YTD | +15.6% | +10.2% | +5.5% | +14.3% |
| 1Y | +9.2% | +50.7% | -41.5% | +6.0% |
| All | +129.1% | -74.3% | +203.3% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling