+385.5%
TTMI vs PLUG
+20.8%
+364.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.4% | -0.5% | +6.0% |
| 7D | -19.8% | +5.8% | -25.6% | -20.2% |
| 30D | -48.1% | -18.5% | -29.6% | -46.7% |
| 3M | -51.2% | -30.0% | -21.3% | -49.1% |
| 6M | -59.6% | -56.2% | -3.4% | -55.7% |
| YTD | -3.6% | -26.4% | +22.8% | -1.3% |
| 1Y | -2.3% | -42.2% | +39.9% | +2.2% |
| 3Y | +369.4% | -76.8% | +446.2% | +379.2% |
| 5Y | +365.4% | -96.2% | +461.7% | +443.3% |
| All | +385.5% | +20.8% | +364.6% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling