+33.8%
TTWO vs PLUG
-91.6%
+125.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -1.6% | +8.1% | -9.7% | -2.1% |
| 30D | -13.5% | +3.7% | -17.1% | -13.8% |
| 3M | +0.3% | -29.2% | +29.5% | +2.6% |
| 6M | +0.8% | +6.1% | -5.3% | -0.7% |
| YTD | -16.7% | +14.7% | -31.4% | -18.8% |
| 1Y | -14.3% | +56.9% | -71.2% | -19.9% |
| 3Y | +49.4% | -71.6% | +121.0% | +52.5% |
| 5Y | +33.8% | -91.0% | +124.8% | +56.3% |
| All | +33.8% | -91.6% | +125.3% | +56.3% |
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