+3,004.1%
TTWO vs PLUG
-98.6%
+3,102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.7% |
| 30D | -8.6% | +3.3% | -11.9% | -8.9% |
| 3M | -0.9% | -39.7% | +38.8% | +2.9% |
| 6M | -0.5% | -12.5% | +12.0% | -0.6% |
| YTD | -16.1% | +10.2% | -26.3% | -18.3% |
| 1Y | -10.8% | +50.7% | -61.5% | -16.9% |
| 3Y | +51.4% | -74.5% | +125.9% | +49.2% |
| 5Y | +33.7% | -91.8% | +125.5% | +39.9% |
| 10Y | +380.3% | +43.7% | +336.6% | +245.9% |
| All | +3,004.1% | -98.6% | +3,102.8% | +1,895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling