-7.5%
PLUG vs TKO
+1,194.7%
-1,202.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -6.8% | +3.1% | -10.0% | -8.0% |
| 30D | -16.0% | +15.0% | -31.1% | -21.0% |
| 3M | -38.7% | +2.9% | -41.6% | -39.6% |
| 6M | -61.4% | +9.0% | -70.4% | -63.4% |
| YTD | -31.0% | -3.4% | -27.6% | -31.7% |
| 1Y | -46.2% | +12.8% | -59.0% | -50.8% |
| 3Y | -61.5% | +158.0% | -219.4% | -76.9% |
| 5Y | -96.9% | +285.4% | -382.2% | -98.5% |
| 10Y | -7.5% | +1,160.4% | -1,167.9% | -79.5% |
| All | -7.5% | +1,194.7% | -1,202.2% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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