-84.6%
TTD vs PLUG
-97.1%
+12.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.8% | +5.6% | -1.2% |
| 7D | +20.8% | -8.1% | +28.9% | +22.8% |
| 30D | +27.1% | -20.5% | +47.6% | +33.4% |
| 3M | +14.7% | -45.9% | +60.5% | +30.4% |
| 6M | -26.8% | -65.2% | +38.3% | -10.1% |
| YTD | -59.2% | -37.1% | -22.2% | -58.1% |
| 1Y | -64.7% | -54.6% | -10.1% | -61.0% |
| 3Y | -75.8% | -64.9% | -11.0% | -80.6% |
| 5Y | -84.6% | -97.1% | +12.5% | -54.2% |
| All | -84.6% | -97.1% | +12.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling