+125.7%
TT vs PLUG
-96.6%
+222.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.5% | +3.1% | -3.9% |
| 7D | -9.0% | -4.9% | -4.0% | -8.7% |
| 30D | -17.6% | -27.4% | +9.8% | -16.0% |
| 3M | -18.7% | -35.7% | +17.1% | -16.5% |
| 6M | -17.4% | -59.3% | +41.9% | -13.1% |
| YTD | +1.5% | -31.5% | +33.0% | +2.2% |
| 1Y | -9.4% | -48.9% | +39.5% | -7.2% |
| 3Y | +85.1% | -79.6% | +164.7% | +89.8% |
| 5Y | +125.7% | -96.5% | +222.2% | +170.9% |
| All | +125.7% | -96.6% | +222.4% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling