-99.2%
PLUG vs TDY
+7,617.0%
-7,716.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -6.8% | +3.0% | -9.9% | -8.1% |
| 30D | -16.0% | +6.1% | -22.2% | -18.5% |
| 3M | -38.7% | -4.5% | -34.2% | -37.3% |
| 6M | -61.4% | +2.9% | -64.3% | -62.0% |
| YTD | -31.0% | +27.5% | -58.5% | -38.8% |
| 1Y | -46.2% | +26.5% | -72.7% | -52.0% |
| 3Y | -61.5% | +70.1% | -131.6% | -70.4% |
| 5Y | -96.9% | +46.8% | -143.7% | -97.3% |
| 10Y | -7.5% | +447.2% | -454.6% | -55.4% |
| All | -99.2% | +7,617.0% | -7,716.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling