+55.9%
PLUG vs TD
+295.4%
-239.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.1% | +5.0% |
| 7D | +8.1% | +0.9% | +7.3% | +7.1% |
| 30D | +3.7% | -0.7% | +4.3% | +4.2% |
| 3M | -29.2% | +6.3% | -35.4% | -33.5% |
| 6M | +6.1% | +27.9% | -21.8% | -16.8% |
| YTD | +14.7% | +29.8% | -15.1% | -10.8% |
| 1Y | +56.9% | +63.7% | -6.7% | -0.2% |
| 3Y | -71.6% | +128.3% | -199.9% | -86.9% |
| 5Y | -91.0% | +125.5% | -216.6% | -95.7% |
| 10Y | +55.9% | +296.7% | -240.8% | -49.8% |
| All | +55.9% | +295.4% | -239.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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