+23.1%
TTWO vs PLUG
-96.9%
+120.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.0% |
| 7D | +10.7% | -6.8% | +17.6% | +11.1% |
| 30D | +10.8% | -16.0% | +26.8% | +11.9% |
| 3M | -7.7% | -38.7% | +31.1% | -4.8% |
| 6M | +4.4% | -61.4% | +65.8% | +10.7% |
| YTD | -9.7% | -31.0% | +21.3% | -9.0% |
| 1Y | -3.9% | -46.2% | +42.3% | -1.8% |
| 3Y | +56.4% | -61.5% | +117.9% | +49.7% |
| All | +23.1% | -96.9% | +120.0% | +52.7% |
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 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