-99.2%
PLUG vs TAP
+181.8%
-280.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.9% |
| 7D | -4.9% | +7.7% | -12.6% | -7.2% |
| 30D | -27.4% | +14.4% | -41.8% | -30.6% |
| 3M | -35.7% | +2.0% | -37.7% | -36.6% |
| 6M | -59.3% | +2.5% | -61.8% | -60.3% |
| YTD | -31.5% | -6.4% | -25.0% | -32.0% |
| 1Y | -48.9% | -2.3% | -46.5% | -50.0% |
| 3Y | -79.6% | -20.3% | -59.3% | -79.0% |
| 5Y | -96.5% | +6.9% | -103.4% | -96.8% |
| 10Y | -4.9% | -46.3% | +41.4% | +1.7% |
| All | -99.2% | +181.8% | -280.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling