-83.3%
TTD vs PLUG
-78.4%
-5.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.2% |
| 7D | +5.2% | +5.8% | -0.6% | +4.6% |
| 30D | +6.9% | -18.5% | +25.5% | +8.9% |
| 3M | -26.8% | -30.0% | +3.1% | -24.7% |
| 6M | -46.1% | -56.2% | +10.0% | -42.5% |
| YTD | -65.9% | -26.4% | -39.5% | -66.0% |
| 1Y | -71.8% | -42.2% | -29.6% | -71.3% |
| 3Y | -83.3% | -76.8% | -6.5% | -82.0% |
| All | -83.3% | -78.4% | -5.0% | -82.0% |
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