-64.3%
PLUG vs TKO
+152.5%
-216.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.7% | -6.1% | -7.7% |
| 7D | -8.1% | +2.6% | -10.8% | -9.0% |
| 30D | -20.5% | +11.6% | -32.1% | -23.8% |
| 3M | -45.9% | -0.1% | -45.7% | -45.8% |
| 6M | -65.2% | +6.7% | -71.9% | -66.6% |
| YTD | -37.1% | -6.0% | -31.0% | -36.8% |
| 1Y | -54.6% | +8.5% | -63.1% | -58.3% |
| All | -64.3% | +152.5% | -216.7% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling