+398.3%
TTWO vs PLUG
+54.0%
+344.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.5% | +3.0% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -13.4% | -5.0% | -8.4% | -13.1% |
| 3M | +3.1% | -26.2% | +29.3% | +5.2% |
| 6M | +3.8% | -0.5% | +4.2% | +2.6% |
| YTD | -15.3% | +7.1% | -22.4% | -17.1% |
| 1Y | -11.1% | +46.5% | -57.6% | -16.7% |
| 3Y | +52.0% | -73.5% | +125.5% | +51.1% |
| 5Y | +40.9% | -91.3% | +132.2% | +50.0% |
| All | +398.3% | +54.0% | +344.3% | +278.7% |
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