-85.1%
TTD vs PLUG
-97.5%
+12.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.5% | +11.8% | +3.7% |
| 7D | +21.3% | -23.4% | +44.7% | +28.3% |
| 30D | +28.7% | -23.4% | +52.2% | +36.1% |
| 3M | +7.7% | -51.7% | +59.4% | +25.4% |
| 6M | -23.5% | -72.0% | +48.5% | -1.1% |
| YTD | -58.7% | -43.7% | -15.0% | -56.6% |
| 1Y | -63.4% | -55.4% | -8.0% | -59.6% |
| 3Y | -75.3% | -68.0% | -7.3% | -79.9% |
| All | -85.1% | -97.5% | +12.3% | -54.9% |
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 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