+1.1%
PLUG vs TD
+303.3%
-302.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.7% |
| 7D | -3.2% | -0.7% | -2.5% | -2.4% |
| 30D | -18.7% | +7.6% | -26.4% | -24.1% |
| 3M | -35.3% | +3.0% | -38.3% | -37.1% |
| 6M | -56.2% | +16.8% | -73.1% | -62.5% |
| YTD | -30.7% | +34.3% | -65.1% | -47.8% |
| 1Y | -46.7% | +56.0% | -102.6% | -65.0% |
| 3Y | -61.3% | +132.4% | -193.7% | -82.5% |
| 5Y | -96.6% | +103.7% | -200.3% | -98.2% |
| 10Y | +1.1% | +299.2% | -298.0% | -61.3% |
| All | +1.1% | +303.3% | -302.2% | -61.3% |
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