-75.7%
TTD vs PLUG
-59.1%
-16.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.7% | +11.9% | +4.0% |
| 7D | +19.9% | -2.8% | +22.7% | +20.1% |
| 30D | +27.6% | -18.5% | +46.1% | +29.5% |
| 3M | +15.2% | -35.1% | +50.2% | +18.7% |
| 6M | -33.2% | -56.1% | +22.9% | -29.6% |
| YTD | -59.4% | -30.5% | -28.9% | -59.2% |
| 1Y | -64.4% | -46.5% | -17.9% | -63.5% |
| All | -75.7% | -59.1% | -16.6% | -76.8% |
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