-98.6%
PLUG vs TD
+2,900.8%
-2,999.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +4.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.2% |
| 30D | +3.3% | +0.4% | +2.9% | +3.0% |
| 3M | -39.7% | +7.6% | -47.4% | -43.5% |
| 6M | -12.5% | +25.0% | -37.5% | -27.9% |
| YTD | +10.2% | +31.0% | -20.9% | -12.4% |
| 1Y | +50.7% | +65.2% | -14.5% | 0.0% |
| 3Y | -74.5% | +122.5% | -197.0% | -87.0% |
| 5Y | -91.8% | +124.8% | -216.6% | -95.7% |
| 10Y | +43.7% | +298.2% | -254.5% | -52.9% |
| All | -98.6% | +2,900.8% | -2,999.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling