-78.4%
PLUG vs TAP
-20.1%
-58.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -7.6% |
| 7D | -4.9% | +7.7% | -12.6% | -4.8% |
| 30D | -27.4% | +14.4% | -41.8% | -27.4% |
| 3M | -35.7% | +2.0% | -37.7% | -35.5% |
| 6M | -59.3% | +2.5% | -61.8% | -59.2% |
| YTD | -31.5% | -6.4% | -25.0% | -31.4% |
| 1Y | -48.9% | -2.3% | -46.5% | -49.5% |
| All | -78.4% | -20.1% | -58.4% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling