-26.5%
PLUG vs TDY
+434.3%
-460.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.0% |
| 7D | -23.4% | +4.1% | -27.5% | -26.0% |
| 30D | -23.4% | +5.7% | -29.2% | -27.1% |
| 3M | -51.7% | -4.4% | -47.3% | -50.0% |
| 6M | -72.0% | +1.2% | -73.2% | -72.4% |
| YTD | -43.7% | +26.0% | -69.7% | -54.1% |
| 1Y | -55.4% | +27.4% | -82.8% | -63.9% |
| 3Y | -68.0% | +67.5% | -135.5% | -79.9% |
| 5Y | -97.4% | +44.9% | -142.3% | -98.1% |
| All | -26.5% | +434.3% | -460.8% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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