+417.0%
TTMI vs PLUG
-97.5%
+514.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.5% | +7.6% | -1.3% |
| 7D | +11.4% | -23.4% | +34.8% | +16.0% |
| 30D | -28.3% | -23.4% | -4.8% | -25.1% |
| 3M | -46.7% | -51.7% | +5.1% | -40.5% |
| 6M | -56.1% | -72.0% | +15.9% | -47.6% |
| YTD | +7.4% | -43.7% | +51.0% | +15.1% |
| 1Y | +17.4% | -55.4% | +72.8% | +29.2% |
| 3Y | +429.1% | -68.0% | +497.2% | +428.1% |
| All | +417.0% | -97.5% | +514.4% | +578.0% |
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 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