-85.9%
PLUG vs TLN
+733.8%
-819.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -9.4% |
| 7D | -8.1% | +22.3% | -30.4% | -13.0% |
| 30D | -20.5% | +1.2% | -21.7% | -21.0% |
| 3M | -45.9% | +5.9% | -51.8% | -47.1% |
| 6M | -65.2% | +3.2% | -68.4% | -66.0% |
| YTD | -37.1% | +3.2% | -40.2% | -39.7% |
| 1Y | -54.6% | +5.2% | -59.8% | -56.9% |
| 3Y | -64.9% | +606.3% | -671.1% | -76.9% |
| All | -85.9% | +733.8% | -819.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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