-97.3%
PLUG vs TKO
+276.1%
-373.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.8% |
| 7D | -23.4% | +2.3% | -25.8% | -24.3% |
| 30D | -23.4% | +13.4% | -36.8% | -28.0% |
| 3M | -51.7% | -1.7% | -50.0% | -51.4% |
| 6M | -72.0% | +7.2% | -79.2% | -73.5% |
| YTD | -43.7% | -5.4% | -38.3% | -43.8% |
| 1Y | -55.4% | +8.7% | -64.1% | -59.4% |
| 3Y | -68.0% | +150.4% | -218.4% | -84.4% |
| All | -97.3% | +276.1% | -373.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling