-82.9%
PLUG vs TLN
+683.0%
-765.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.2% | -3.8% | +1.5% |
| 7D | +14.5% | +9.1% | +5.5% | +11.8% |
| 30D | -10.7% | -4.1% | -6.6% | -10.0% |
| 3M | -31.2% | +4.4% | -35.6% | -32.4% |
| 6M | -51.9% | -6.0% | -45.9% | -51.9% |
| YTD | -23.9% | -3.1% | -20.7% | -25.7% |
| 1Y | -43.4% | -6.1% | -37.3% | -44.6% |
| 3Y | -74.7% | +575.3% | -650.0% | -83.0% |
| All | -82.9% | +683.0% | -765.9% | -89.3% |
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