+20.0%
PLUG vs TAP
-49.5%
+69.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.7% |
| 7D | +14.5% | -7.8% | +22.3% | +16.6% |
| 30D | -10.7% | +7.1% | -17.8% | -12.7% |
| 3M | -31.2% | -7.0% | -24.1% | -30.4% |
| 6M | -51.9% | -3.8% | -48.1% | -52.2% |
| YTD | -23.9% | -11.7% | -12.2% | -23.3% |
| 1Y | -43.4% | -10.1% | -33.3% | -43.4% |
| 3Y | -74.7% | -23.7% | -51.0% | -73.7% |
| 5Y | -96.3% | +2.9% | -99.2% | -96.6% |
| 10Y | +20.0% | -49.5% | +69.5% | -8.1% |
| All | +20.0% | -49.5% | +69.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling