+4,143.8%
TT vs PLUG
-98.6%
+4,242.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -7.4% | +3.3% | -10.7% | -7.7% |
| 3M | -3.2% | -39.7% | +36.5% | +0.4% |
| 6M | +1.1% | -12.5% | +13.6% | +1.1% |
| YTD | +15.6% | +10.2% | +5.5% | +12.5% |
| 1Y | +9.2% | +50.7% | -41.5% | +1.8% |
| 3Y | +124.4% | -74.5% | +198.9% | +121.4% |
| 5Y | +138.0% | -91.8% | +229.8% | +147.6% |
| 10Y | +886.4% | +43.7% | +842.7% | +611.0% |
| All | +4,143.8% | -98.6% | +4,242.4% | +2,690.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling