+379.4%
TTD vs PLUG
+27.6%
+351.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.0% |
| 7D | +6.3% | -0.9% | +7.3% | +6.5% |
| 30D | -23.9% | +3.3% | -27.2% | -24.9% |
| 3M | -31.4% | -39.7% | +8.3% | -24.1% |
| 6M | -42.7% | -12.5% | -30.2% | -43.6% |
| YTD | -62.0% | +10.2% | -72.1% | -65.2% |
| 1Y | -72.2% | +50.7% | -122.9% | -78.0% |
| 3Y | -81.9% | -74.5% | -7.4% | -82.5% |
| 5Y | -81.5% | -91.8% | +10.2% | -75.6% |
| All | +379.4% | +27.6% | +351.8% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling