Your loop is continuously overwriting the legend and only including the most recently plotted line. You actually don't need a loop at all.
T = randi(10,3,5); % fake data
plot(T)
legendStr = compose('%d Generation',(1:size(T,2))-1);
legend(legendStr)
If, for whatever reason, you prefer to produce the plot within a loop, here is the correct way to do that.
T = randi(10,3,5); % fake data
axes()
hold on
for i = 1:size(T,2)
plot(T(:,i),'DisplayName', sprintf('%d Generation',i-1));
end
legend() % no need for inputs since we used DisplayName
