-82.3%
TTD vs PLUG
-74.3%
-8.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.7% |
| 7D | +6.3% | -0.9% | +7.3% | +6.4% |
| 30D | -23.9% | +3.3% | -27.2% | -24.3% |
| 3M | -31.4% | -39.7% | +8.3% | -28.1% |
| 6M | -42.7% | -12.5% | -30.2% | -43.0% |
| YTD | -62.0% | +10.2% | -72.1% | -63.4% |
| 1Y | -72.2% | +50.7% | -122.9% | -74.9% |
| All | -82.3% | -74.3% | -8.0% | -80.9% |
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 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