+508.5%
TTD vs PLUG
-25.0%
+533.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.5% | +11.8% | +3.7% |
| 7D | +21.3% | -23.4% | +44.7% | +28.4% |
| 30D | +28.7% | -23.4% | +52.2% | +36.2% |
| 3M | +7.7% | -51.7% | +59.4% | +25.7% |
| 6M | -23.5% | -72.0% | +48.5% | -1.0% |
| YTD | -58.7% | -43.7% | -15.0% | -56.4% |
| 1Y | -63.4% | -55.4% | -8.0% | -59.5% |
| 3Y | -75.3% | -68.0% | -7.3% | -78.4% |
| 5Y | -84.4% | -97.4% | +13.1% | -73.4% |
| All | +508.5% | -25.0% | +533.5% | +413.1% |
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