-46.5%
PLUG vs TAP
-9.9%
-36.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.5% |
| 7D | -2.8% | -4.5% | +1.7% | -4.9% |
| 30D | -18.5% | +7.5% | -25.9% | -15.1% |
| 3M | -35.1% | -4.9% | -30.2% | -36.0% |
| 6M | -56.1% | -3.5% | -52.6% | -55.5% |
| YTD | -30.5% | -11.4% | -19.0% | -35.2% |
| 1Y | -46.5% | -10.8% | -35.7% | -50.4% |
| All | -46.5% | -9.9% | -36.6% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling