+20.0%
PLUG vs TD
+311.5%
-291.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.0% |
| 7D | +14.5% | -0.6% | +15.1% | +15.4% |
| 30D | -10.7% | +7.9% | -18.7% | -16.9% |
| 3M | -31.2% | +3.1% | -34.3% | -33.2% |
| 6M | -51.9% | +17.2% | -69.1% | -58.9% |
| YTD | -23.9% | +34.7% | -58.6% | -42.8% |
| 1Y | -43.4% | +56.9% | -100.3% | -63.1% |
| 3Y | -74.7% | +134.7% | -209.4% | -88.7% |
| 5Y | -96.3% | +104.8% | -201.1% | -98.1% |
| 10Y | +20.0% | +305.8% | -285.8% | -59.8% |
| All | +20.0% | +311.5% | -291.5% | -59.8% |
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