+45.2%
TTWO vs PLUG
-72.9%
+118.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.9% |
| 7D | -2.3% | +3.8% | -6.1% | -2.4% |
| 30D | -16.7% | +2.8% | -19.6% | -16.8% |
| 3M | -0.4% | -25.4% | +25.0% | +0.4% |
| 6M | -1.6% | -0.5% | -1.2% | -2.0% |
| YTD | -17.5% | +10.2% | -27.7% | -18.3% |
| 1Y | -14.8% | +53.9% | -68.7% | -16.7% |
| All | +45.2% | -72.9% | +118.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling