+411.3%
TTMI vs PLUG
-16.2%
+427.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.8% | +5.7% | -2.0% |
| 7D | +22.6% | -8.1% | +30.7% | +23.9% |
| 30D | -34.3% | -20.5% | -13.8% | -32.3% |
| 3M | -44.8% | -45.9% | +1.1% | -40.6% |
| 6M | -53.3% | -65.2% | +11.9% | -47.4% |
| YTD | +10.6% | -37.1% | +47.6% | +15.3% |
| 1Y | +8.2% | -54.6% | +62.8% | +16.5% |
| 3Y | +435.7% | -64.9% | +500.5% | +432.2% |
| 5Y | +434.2% | -97.1% | +531.3% | +540.6% |
| All | +411.3% | -16.2% | +427.5% | +386.6% |
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