-99.1%
PLUG vs TD
+2,940.8%
-3,039.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.9% |
| 7D | +5.8% | -1.7% | +7.5% | +7.5% |
| 30D | -18.5% | +8.2% | -26.8% | -23.8% |
| 3M | -30.0% | +1.7% | -31.7% | -31.0% |
| 6M | -56.2% | +14.2% | -70.4% | -61.1% |
| YTD | -26.4% | +32.8% | -59.1% | -42.2% |
| 1Y | -42.2% | +55.5% | -97.7% | -60.2% |
| 3Y | -76.8% | +129.6% | -206.5% | -88.6% |
| 5Y | -96.2% | +102.2% | -198.4% | -97.9% |
| 10Y | +2.1% | +306.3% | -304.2% | -67.2% |
| All | -99.1% | +2,940.8% | -3,039.9% | -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