+3,181.4%
TTWO vs PLUG
-99.2%
+3,280.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.8% | +6.9% | -1.2% |
| 7D | +6.4% | -8.1% | +14.5% | +7.0% |
| 30D | +13.3% | -20.5% | +33.8% | +15.2% |
| 3M | -6.6% | -45.9% | +39.2% | -2.2% |
| 6M | +0.4% | -65.2% | +65.6% | +8.5% |
| YTD | -11.4% | -37.1% | +25.7% | -9.9% |
| 1Y | -5.6% | -54.6% | +49.0% | -1.7% |
| 3Y | +53.5% | -64.9% | +118.3% | +48.1% |
| 5Y | +20.8% | -97.1% | +118.0% | +38.1% |
| 10Y | +373.3% | -15.6% | +389.0% | +256.2% |
| All | +3,181.4% | -99.2% | +3,280.6% | +2,101.6% |
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